+621.7%
HPE vs SAP
+239.5%
+382.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.8% |
| 30D | -2.3% | +9.0% | -11.3% | -6.4% |
| 3M | -2.9% | +14.9% | -17.8% | -10.2% |
| 6M | +143.6% | +11.9% | +131.7% | +125.6% |
| YTD | +118.5% | -9.9% | +128.4% | +122.8% |
| 1Y | +129.2% | -19.5% | +148.7% | +147.7% |
| 3Y | +212.5% | +61.8% | +150.7% | +129.9% |
| 5Y | +286.9% | +56.2% | +230.7% | +181.7% |
| 10Y | +432.3% | +180.6% | +251.7% | +150.7% |
| All | +621.7% | +239.5% | +382.3% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling