+70.8%
SAP vs HWM
+522.0%
-451.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.6% | -4.7% |
| 7D | -0.7% | +3.3% | -4.0% | -1.8% |
| 30D | +11.1% | -7.6% | +18.7% | +12.6% |
| 3M | +17.0% | -28.9% | +46.0% | +26.5% |
| 6M | +34.8% | -19.7% | +54.5% | +39.6% |
| YTD | -2.2% | +0.5% | -2.8% | -7.0% |
| 1Y | -6.4% | +0.3% | -6.7% | -11.1% |
| 3Y | +75.1% | +325.8% | -250.7% | -9.1% |
| All | +70.8% | +522.0% | -451.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling