+80.7%
SAP vs HWM
+591.3%
-510.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +0.6% | +7.3% | -6.7% | -1.0% |
| 30D | +6.5% | +1.6% | +5.0% | +5.6% |
| 3M | +12.2% | -21.9% | +34.1% | +18.6% |
| 6M | +46.1% | -19.0% | +65.1% | +51.8% |
| YTD | -1.6% | +7.9% | -9.6% | -8.0% |
| 1Y | -5.1% | +9.9% | -15.1% | -12.0% |
| 3Y | +68.4% | +342.1% | -273.8% | -12.9% |
| All | +80.7% | +591.3% | -510.5% | -25.8% |
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