+229.3%
SAP vs HWM
+1,554.5%
-1,325.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -2.5% | +5.0% | -7.4% | -3.6% |
| 30D | +7.5% | +1.5% | +5.9% | +6.5% |
| 3M | +11.6% | -20.3% | +32.0% | +16.5% |
| 6M | +37.6% | -18.0% | +55.7% | +41.9% |
| YTD | -2.0% | +9.5% | -11.4% | -6.7% |
| 1Y | -6.4% | +7.5% | -13.8% | -10.6% |
| 3Y | +67.7% | +355.7% | -287.9% | +8.9% |
| 5Y | +75.7% | +610.2% | -534.5% | +1.6% |
| 10Y | +229.3% | +1,516.8% | -1,287.4% | +53.4% |
| All | +229.3% | +1,554.5% | -1,325.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling