-6.4%
SAP vs HWM
+0.1%
-6.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.6% | -3.8% |
| 7D | -0.7% | +3.3% | -4.0% | -0.3% |
| 30D | +11.1% | -7.6% | +18.7% | +10.3% |
| 3M | +17.0% | -28.9% | +46.0% | +12.9% |
| 6M | +34.8% | -19.7% | +54.5% | +31.2% |
| YTD | -2.2% | +0.5% | -2.8% | -6.7% |
| 1Y | -6.4% | +0.3% | -6.7% | -10.9% |
| All | -6.4% | +0.1% | -6.5% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling