+18.0%
HPQ vs SAN
+254.8%
-236.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -3.2% | +3.4% | -6.6% | -4.2% |
| 30D | -3.0% | -6.3% | +3.2% | -1.6% |
| 3M | +0.6% | -14.1% | +14.7% | +4.4% |
| 6M | +36.6% | +4.2% | +32.4% | +33.0% |
| YTD | +35.0% | +9.0% | +26.0% | +27.8% |
| 1Y | +23.1% | +18.8% | +4.3% | +12.5% |
| All | +18.0% | +254.8% | -236.8% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling