+67.4%
SAP vs HWM
+349.8%
-282.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | +1.5% | -1.8% | +3.2% | +1.6% |
| 30D | +8.8% | -2.7% | +11.5% | +9.1% |
| 3M | +12.1% | -22.7% | +34.8% | +16.1% |
| 6M | +34.6% | -18.9% | +53.5% | +37.7% |
| YTD | -2.1% | +7.1% | -9.2% | -7.0% |
| 1Y | -5.5% | +4.7% | -10.2% | -9.8% |
| 3Y | +67.4% | +345.6% | -278.1% | +11.5% |
| All | +67.4% | +349.8% | -282.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling