+489.7%
HPE vs SBAC
+83.0%
+406.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.8% |
| 7D | +1.4% | -5.3% | +6.7% | +2.3% |
| 30D | +1.5% | +0.4% | +1.2% | +1.5% |
| 3M | +21.7% | -11.9% | +33.6% | +23.9% |
| 6M | +164.2% | -4.5% | +168.6% | +162.8% |
| YTD | +132.1% | -4.3% | +136.4% | +130.5% |
| 1Y | +130.6% | -3.9% | +134.5% | +128.5% |
| 3Y | +244.1% | -11.0% | +255.1% | +238.2% |
| 5Y | +340.8% | -44.1% | +384.9% | +380.7% |
| All | +489.7% | +83.0% | +406.7% | +377.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling