+2,903.2%
HPQ vs SAN
+2,116.5%
+786.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +6.9% | +1.8% | +5.2% | +6.3% |
| 30D | +14.4% | +2.0% | +12.5% | +13.6% |
| 3M | +25.6% | +19.7% | +5.9% | +17.4% |
| 6M | +75.0% | +30.6% | +44.4% | +57.5% |
| YTD | +50.7% | +28.8% | +21.8% | +35.4% |
| 1Y | +18.7% | +57.8% | -39.1% | -0.8% |
| 3Y | +21.5% | +338.1% | -316.6% | -29.9% |
| 5Y | +31.6% | +384.2% | -352.6% | -28.6% |
| 10Y | +216.1% | +353.2% | -137.1% | +65.6% |
| All | +2,903.2% | +2,116.5% | +786.8% | +844.9% |
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