-5.1%
SAP vs HWM
+7.5%
-12.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.2% |
| 7D | +0.6% | +7.3% | -6.7% | +1.6% |
| 30D | +6.5% | +1.6% | +5.0% | +7.0% |
| 3M | +12.2% | -21.9% | +34.1% | +9.6% |
| 6M | +46.1% | -19.0% | +65.1% | +43.5% |
| YTD | -1.6% | +7.9% | -9.6% | -5.3% |
| 1Y | -5.1% | +9.9% | -15.1% | -9.3% |
| All | -5.1% | +7.5% | -12.6% | -9.3% |
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 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