+243.8%
HPQ vs SAN
+357.1%
-113.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.5% |
| 7D | +9.8% | +0.2% | +9.6% | +9.7% |
| 30D | +22.4% | +0.9% | +21.4% | +21.8% |
| 3M | +45.2% | +19.1% | +26.0% | +34.8% |
| 6M | +96.4% | +33.2% | +63.2% | +72.7% |
| YTD | +65.4% | +29.1% | +36.3% | +46.0% |
| 1Y | +31.6% | +50.2% | -18.7% | +8.8% |
| 3Y | +37.0% | +351.0% | -314.0% | -29.9% |
| 5Y | +53.0% | +394.7% | -341.7% | -27.8% |
| All | +243.8% | +357.1% | -113.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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