+224.7%
HPE vs SAP
+69.7%
+155.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +7.9% | +0.6% | +7.2% | +7.7% |
| 30D | -23.5% | +6.5% | -30.0% | -24.8% |
| 3M | -19.1% | +12.2% | -31.3% | -21.7% |
| 6M | +51.4% | +46.1% | +5.3% | +34.2% |
| YTD | +103.4% | -1.6% | +105.1% | +109.3% |
| 1Y | +114.4% | -5.1% | +119.5% | +124.8% |
| 3Y | +224.7% | +68.4% | +156.3% | +146.8% |
| All | +224.7% | +69.7% | +155.0% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling