+269.4%
HPE vs SAN
+343.8%
-74.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.6% |
| 7D | +13.6% | -0.5% | +14.1% | +13.9% |
| 30D | +7.7% | -0.1% | +7.8% | +7.8% |
| 3M | +22.4% | +19.6% | +2.7% | +14.1% |
| 6M | +172.6% | +32.7% | +139.9% | +142.3% |
| YTD | +147.5% | +26.7% | +120.8% | +122.4% |
| 1Y | +151.8% | +51.6% | +100.1% | +109.3% |
| All | +269.4% | +343.8% | -74.4% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling