+74.6%
SAP vs HST
+82.0%
-7.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | +8.8% | +14.5% | -5.7% | +4.0% |
| 3M | +12.1% | +15.4% | -3.3% | +6.8% |
| 6M | +34.6% | +22.0% | +12.6% | +25.7% |
| YTD | -2.1% | +54.9% | -57.0% | -15.8% |
| 1Y | -5.5% | +54.0% | -59.5% | -18.7% |
| 3Y | +67.4% | +90.4% | -23.0% | +30.6% |
| 5Y | +74.6% | +84.2% | -9.7% | +34.5% |
| All | +74.6% | +82.0% | -7.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling