+343.8%
HPE vs SAP
+56.2%
+287.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.3% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | +5.3% | +2.6% | +2.7% | +4.0% |
| 3M | +12.7% | +16.3% | -3.6% | +5.9% |
| 6M | +167.7% | +6.4% | +161.3% | +159.5% |
| YTD | +135.5% | -11.4% | +146.9% | +144.9% |
| 1Y | +143.4% | -20.4% | +163.8% | +166.7% |
| 3Y | +249.2% | +56.5% | +192.7% | +175.8% |
| 5Y | +343.8% | +56.8% | +287.1% | +205.2% |
| All | +343.8% | +56.2% | +287.6% | +205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling