+213.9%
HPQ vs SAP
+179.9%
+34.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.4% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +9.7% | +0.3% | +9.5% | +9.1% |
| 3M | +32.7% | +16.9% | +15.8% | +22.2% |
| 6M | +77.7% | +6.3% | +71.4% | +70.2% |
| YTD | +51.0% | -12.4% | +63.4% | +56.5% |
| 1Y | +18.4% | -21.6% | +40.0% | +29.7% |
| 3Y | +25.6% | +54.8% | -29.2% | -6.7% |
| 5Y | +38.6% | +56.2% | -17.5% | -0.7% |
| All | +213.9% | +179.9% | +34.0% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling