+390.2%
HPE vs SAP
+231.4%
+158.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.8% |
| 7D | +0.3% | -2.5% | +2.8% | +1.2% |
| 30D | -28.6% | +7.5% | -36.0% | -31.0% |
| 3M | -7.4% | +11.6% | -19.0% | -12.8% |
| 6M | +63.7% | +37.6% | +26.0% | +37.9% |
| YTD | +111.7% | -2.0% | +113.7% | +106.3% |
| 1Y | +123.5% | -6.4% | +129.9% | +123.2% |
| 3Y | +238.7% | +67.7% | +171.0% | +147.2% |
| 5Y | +261.0% | +75.7% | +185.3% | +150.0% |
| 10Y | +390.2% | +229.3% | +160.9% | +147.6% |
| All | +390.2% | +231.4% | +158.8% | +147.6% |
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