+214.8%
SAP vs HWM
+1,473.3%
-1,258.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -4.7% |
| 7D | -0.7% | +3.4% | -4.0% | -1.7% |
| 30D | +11.1% | -7.5% | +18.6% | +12.4% |
| 3M | +17.0% | -28.9% | +45.9% | +25.3% |
| 6M | +34.8% | -19.6% | +54.5% | +39.4% |
| YTD | -2.2% | +0.6% | -2.8% | -5.1% |
| 1Y | -6.4% | +0.3% | -6.8% | -9.3% |
| 3Y | +75.1% | +326.1% | -251.0% | +15.7% |
| 5Y | +69.8% | +525.2% | -455.4% | +1.4% |
| All | +214.8% | +1,473.3% | -1,258.5% | +55.3% |
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