+269.4%
HPE vs SBAC
-8.7%
+278.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.0% |
| 7D | +13.6% | +0.2% | +13.5% | +13.7% |
| 30D | +7.7% | +3.9% | +3.9% | +8.1% |
| 3M | +22.4% | -8.2% | +30.6% | +22.0% |
| 6M | +172.6% | -2.8% | +175.4% | +171.7% |
| YTD | +147.5% | -1.5% | +149.1% | +146.4% |
| 1Y | +151.8% | 0.0% | +151.8% | +150.9% |
| All | +269.4% | -8.7% | +278.1% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling