+599.2%
HPE vs SAN
+216.2%
+383.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.5% | +5.1% |
| 7D | +0.3% | +3.4% | -3.1% | -1.1% |
| 30D | -28.6% | -6.3% | -22.3% | -26.8% |
| 3M | -7.4% | -14.1% | +6.7% | -1.4% |
| 6M | +63.7% | +4.2% | +59.5% | +59.9% |
| YTD | +111.7% | +9.0% | +102.7% | +100.2% |
| 1Y | +123.5% | +18.8% | +104.7% | +103.5% |
| 3Y | +238.7% | +252.0% | -13.3% | +86.8% |
| 5Y | +261.0% | +299.5% | -38.4% | +81.0% |
| 10Y | +390.2% | +276.7% | +113.5% | +128.7% |
| All | +599.2% | +216.2% | +383.0% | +255.6% |
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 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