+237.8%
HPE vs SBAC
-6.8%
+244.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.6% | +4.8% |
| 7D | +0.3% | -2.8% | +3.1% | +0.1% |
| 30D | -28.6% | +3.1% | -31.7% | -28.2% |
| 3M | -7.4% | +5.1% | -12.5% | -6.9% |
| 6M | +63.7% | -11.4% | +75.1% | +63.1% |
| YTD | +111.7% | +0.2% | +111.5% | +111.1% |
| 1Y | +123.5% | -3.9% | +127.4% | +122.2% |
| All | +237.8% | -6.8% | +244.7% | +239.5% |
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