+2,542.1%
SAP vs HST
+604.3%
+1,937.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.1% | +3.0% |
| 7D | +4.0% | -4.2% | +8.2% | +5.2% |
| 30D | +15.7% | +9.6% | +6.1% | +12.7% |
| 3M | +23.4% | -1.1% | +24.5% | +23.4% |
| 6M | +41.3% | +21.1% | +20.2% | +33.5% |
| YTD | +2.0% | +47.1% | -45.1% | -8.9% |
| 1Y | -5.1% | +64.0% | -69.1% | -18.0% |
| 3Y | +82.1% | +77.1% | +5.0% | +52.2% |
| 5Y | +77.2% | +71.8% | +5.4% | +46.5% |
| 10Y | +233.6% | +146.3% | +87.4% | +132.9% |
| All | +2,542.1% | +604.3% | +1,937.8% | +977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling