+370.3%
HPE vs SBAC
+114.8%
+255.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.9% |
| 7D | +7.9% | +0.6% | +7.2% | +7.8% |
| 30D | -23.5% | +5.5% | -29.0% | -24.2% |
| 3M | -19.1% | +3.1% | -22.1% | -19.6% |
| 6M | +51.4% | -7.0% | +58.4% | +52.1% |
| YTD | +103.4% | +0.5% | +102.9% | +100.2% |
| 1Y | +114.4% | +0.2% | +114.2% | +111.0% |
| 3Y | +224.7% | -7.4% | +232.0% | +217.4% |
| 5Y | +277.8% | -39.7% | +317.5% | +306.2% |
| All | +370.3% | +114.8% | +255.5% | +264.9% |
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