+230.0%
SAP vs HWM
+1,135.2%
-905.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +2.8% |
| 7D | +4.0% | -2.4% | +6.5% | +4.3% |
| 30D | +15.7% | -13.3% | +29.0% | +18.8% |
| 3M | +23.4% | -31.0% | +54.4% | +33.0% |
| 6M | +41.3% | -17.1% | +58.4% | +44.8% |
| YTD | +2.0% | -1.9% | +3.9% | -0.5% |
| 1Y | -5.1% | -2.4% | -2.7% | -7.4% |
| 3Y | +82.1% | +322.2% | -240.0% | +20.7% |
| 5Y | +77.2% | +509.8% | -432.7% | +6.5% |
| 10Y | +233.6% | +1,453.8% | -1,220.1% | +65.0% |
| All | +230.0% | +1,135.2% | -905.2% | +62.6% |
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