+181.0%
HPE vs SARO
-23.7%
+204.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.9% | -5.5% |
| 7D | +1.4% | -4.0% | +5.5% | +2.7% |
| 30D | +1.5% | -16.1% | +17.7% | +7.1% |
| 3M | +21.7% | -4.5% | +26.3% | +22.4% |
| 6M | +164.2% | -17.0% | +181.2% | +175.2% |
| YTD | +132.1% | -17.5% | +149.6% | +140.1% |
| 1Y | +130.6% | -12.3% | +142.9% | +130.0% |
| All | +181.0% | -23.7% | +204.7% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling