+621.7%
HPE vs SAN
+273.6%
+348.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.1% |
| 7D | -0.6% | +1.8% | -2.4% | -1.3% |
| 30D | -2.3% | +2.0% | -4.3% | -3.1% |
| 3M | -2.9% | +19.7% | -22.6% | -10.1% |
| 6M | +143.6% | +30.6% | +112.9% | +115.4% |
| YTD | +118.5% | +28.8% | +89.7% | +93.0% |
| 1Y | +129.2% | +57.8% | +71.4% | +84.8% |
| 3Y | +212.5% | +338.1% | -125.6% | +57.2% |
| 5Y | +286.9% | +384.2% | -97.3% | +78.4% |
| 10Y | +432.3% | +353.1% | +79.2% | +129.5% |
| All | +621.7% | +273.6% | +348.1% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling