+66.9%
HPE vs SAN
+2.9%
+64.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.1% |
| 7D | +13.6% | +1.0% | +12.6% | +12.9% |
| 30D | -27.1% | -9.4% | -17.7% | -22.4% |
| 3M | -14.5% | -17.1% | +2.7% | -3.8% |
| 6M | +66.9% | +2.2% | +64.8% | +74.3% |
| All | +66.9% | +2.9% | +64.0% | +74.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling