+224.0%
SAP vs HWM
+1,599.0%
-1,375.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | +1.5% | -1.8% | +3.2% | +1.7% |
| 30D | +8.8% | -2.7% | +11.5% | +8.9% |
| 3M | +12.1% | -22.7% | +34.8% | +17.8% |
| 6M | +34.6% | -18.9% | +53.5% | +39.1% |
| YTD | -2.1% | +7.1% | -9.2% | -6.4% |
| 1Y | -5.5% | +4.7% | -10.2% | -9.2% |
| 3Y | +67.4% | +345.6% | -278.1% | +9.4% |
| 5Y | +74.6% | +588.3% | -513.7% | +1.8% |
| 10Y | +224.0% | +1,516.2% | -1,292.1% | +52.1% |
| All | +224.0% | +1,599.0% | -1,375.0% | +52.1% |
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