+261.0%
HPE vs SAN
+300.6%
-39.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.5% | +5.1% |
| 7D | +0.3% | +3.4% | -3.1% | -1.0% |
| 30D | -28.6% | -6.3% | -22.3% | -26.8% |
| 3M | -7.4% | -14.1% | +6.7% | -1.7% |
| 6M | +63.7% | +4.2% | +59.5% | +60.5% |
| YTD | +111.7% | +9.0% | +102.7% | +101.2% |
| 1Y | +123.5% | +18.8% | +104.7% | +104.9% |
| 3Y | +238.7% | +252.0% | -13.3% | +95.4% |
| 5Y | +261.0% | +299.5% | -38.4% | +94.6% |
| All | +261.0% | +300.6% | -39.5% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling