+116.4%
HPE vs SARO
-7.8%
+124.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.6% | -5.6% |
| 7D | -17.0% | +15.8% | -32.7% | -16.4% |
| 30D | -26.7% | +22.2% | -48.9% | -26.0% |
| 3M | -4.1% | -16.2% | +12.1% | -2.4% |
| 6M | +75.4% | +4.6% | +70.8% | +73.8% |
| YTD | +111.0% | -10.4% | +121.4% | +109.2% |
| 1Y | +116.4% | -6.5% | +122.9% | +108.6% |
| All | +116.4% | -7.8% | +124.2% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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