+21.3%
HPQ vs SAP
-5.6%
+26.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.2% | +1.6% | +4.6% |
| 7D | -7.8% | +1.3% | -9.1% | -8.1% |
| 30D | -4.9% | +15.5% | -20.4% | -8.5% |
| 3M | +4.9% | +22.8% | -17.9% | -1.5% |
| 6M | +47.1% | +42.5% | +4.6% | +33.3% |
| YTD | +39.5% | +0.5% | +39.0% | +32.2% |
| 1Y | +21.3% | -5.9% | +27.2% | +24.1% |
| All | +21.3% | -5.6% | +26.9% | +24.1% |
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