+2,627.7%
HPQ vs SAN
+1,735.1%
+892.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +3.2% | +4.0% | -0.8% | +1.7% |
| 30D | -3.6% | -7.8% | +4.2% | -1.1% |
| 3M | -5.3% | -16.4% | +11.1% | +0.2% |
| 6M | +41.1% | +3.5% | +37.6% | +37.8% |
| YTD | +36.9% | +6.7% | +30.2% | +30.7% |
| 1Y | +23.5% | +14.5% | +9.0% | +15.1% |
| 3Y | +19.6% | +243.5% | -223.9% | -25.1% |
| 5Y | +11.4% | +296.2% | -284.8% | -35.3% |
| 10Y | +160.6% | +268.5% | -107.9% | +46.4% |
| All | +2,627.7% | +1,735.1% | +892.6% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling