+340.2%
HPE vs SAN
+390.0%
-49.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +7.9% |
| 7D | +10.1% | +3.3% | +6.8% | +8.7% |
| 30D | +5.3% | +1.1% | +4.2% | +4.9% |
| 3M | +12.7% | +22.2% | -9.5% | +4.0% |
| 6M | +167.7% | +36.0% | +131.6% | +135.1% |
| YTD | +135.5% | +28.2% | +107.2% | +110.3% |
| 1Y | +143.4% | +54.1% | +89.3% | +101.2% |
| 3Y | +249.2% | +354.2% | -105.1% | +83.3% |
| All | +340.2% | +390.0% | -49.8% | +111.5% |
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 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