+191.5%
SAP vs HWM
+1,494.1%
-1,302.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | -2.1% | -0.8% | -2.5% |
| 30D | +9.0% | -11.0% | +20.0% | +11.7% |
| 3M | +14.9% | +4.0% | +10.9% | +13.0% |
| 6M | +11.9% | -0.2% | +12.1% | +10.5% |
| YTD | -9.9% | +26.7% | -36.6% | -16.4% |
| 1Y | -19.5% | +44.7% | -64.3% | -28.0% |
| 3Y | +61.8% | +426.1% | -364.3% | +2.7% |
| 5Y | +56.2% | +738.5% | -682.3% | -12.1% |
| All | +191.5% | +1,494.1% | -1,302.6% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling