+571.9%
HPE vs SBAC
+89.1%
+482.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.0% |
| 7D | +7.9% | +0.6% | +7.2% | +7.7% |
| 30D | -23.5% | +5.5% | -29.0% | -24.5% |
| 3M | -19.1% | +3.1% | -22.1% | -19.7% |
| 6M | +51.4% | -7.0% | +58.4% | +52.3% |
| YTD | +103.4% | +0.5% | +102.9% | +99.4% |
| 1Y | +114.4% | +0.2% | +114.2% | +110.1% |
| 3Y | +224.7% | -7.4% | +232.0% | +215.5% |
| 5Y | +277.8% | -39.7% | +317.5% | +310.9% |
| 10Y | +371.1% | +112.5% | +258.5% | +174.2% |
| All | +571.9% | +89.1% | +482.8% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling