+489.7%
HPE vs SAP
+175.6%
+314.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -5.6% |
| 7D | +1.4% | -5.1% | +6.5% | +3.7% |
| 30D | +1.5% | -1.8% | +3.3% | +1.9% |
| 3M | +21.7% | +20.9% | +0.8% | +9.8% |
| 6M | +164.2% | +7.0% | +157.2% | +150.3% |
| YTD | +132.1% | -13.7% | +145.8% | +141.1% |
| 1Y | +130.6% | -19.6% | +150.2% | +148.5% |
| 3Y | +244.1% | +52.4% | +191.7% | +163.1% |
| 5Y | +340.8% | +54.4% | +286.4% | +224.6% |
| All | +489.7% | +175.6% | +314.1% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling