+217.2%
HPQ vs SAP
+175.6%
+41.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.8% |
| 7D | +3.5% | -5.1% | +8.6% | +6.0% |
| 30D | +13.7% | -1.8% | +15.5% | +14.1% |
| 3M | +33.9% | +20.9% | +12.9% | +21.3% |
| 6M | +80.9% | +7.0% | +73.9% | +72.7% |
| YTD | +52.6% | -13.7% | +66.3% | +59.3% |
| 1Y | +21.2% | -19.6% | +40.8% | +31.1% |
| 3Y | +26.9% | +52.4% | -25.5% | -5.0% |
| 5Y | +41.1% | +54.4% | -13.3% | +1.5% |
| All | +217.2% | +175.6% | +41.6% | +55.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling