+18.7%
HPQ vs SAP
-19.8%
+38.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +6.9% | -2.9% | +9.8% | +7.8% |
| 30D | +14.4% | +9.0% | +5.4% | +10.8% |
| 3M | +25.6% | +14.9% | +10.7% | +19.1% |
| 6M | +75.0% | +11.9% | +63.1% | +67.0% |
| YTD | +50.7% | -9.9% | +60.6% | +50.1% |
| 1Y | +18.7% | -19.5% | +38.2% | +26.0% |
| All | +18.7% | -19.8% | +38.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling