+51.4%
HPE vs SBAC
-9.3%
+60.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.2% |
| 7D | +7.9% | +0.6% | +7.2% | +8.1% |
| 30D | -23.5% | +5.5% | -29.0% | -21.8% |
| 3M | -19.1% | +3.1% | -22.1% | -18.9% |
| 6M | +51.4% | -7.0% | +58.4% | +38.0% |
| All | +51.4% | -9.3% | +60.7% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling