+123.5%
HPE vs SAP
-5.5%
+129.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.1% |
| 30D | -28.6% | +7.5% | -36.0% | -28.3% |
| 3M | -7.4% | +11.6% | -19.0% | -6.9% |
| 6M | +63.7% | +37.6% | +26.0% | +64.7% |
| YTD | +111.7% | -2.0% | +113.7% | +125.1% |
| 1Y | +123.5% | -6.4% | +129.9% | +154.1% |
| All | +123.5% | -5.5% | +129.0% | +154.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling