+563.1%
HPE vs SAN
+357.1%
+206.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.3% | +10.2% | +11.4% |
| 7D | +19.4% | +0.2% | +19.2% | +19.4% |
| 30D | +5.6% | +0.9% | +4.7% | +5.3% |
| 3M | +33.1% | +19.1% | +14.0% | +23.3% |
| 6M | +192.5% | +33.2% | +159.3% | +156.5% |
| YTD | +160.9% | +29.1% | +131.8% | +130.1% |
| 1Y | +155.0% | +50.2% | +104.7% | +109.8% |
| 3Y | +289.4% | +351.0% | -61.6% | +91.8% |
| 5Y | +395.7% | +394.7% | +1.0% | +124.0% |
| All | +563.1% | +357.1% | +206.0% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling