+156.1%
HPQ vs SAP
+237.3%
-81.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +3.2% | +0.6% | +2.5% | +2.8% |
| 30D | -3.6% | +6.5% | -10.1% | -6.3% |
| 3M | -5.3% | +12.2% | -17.5% | -10.7% |
| 6M | +41.1% | +46.1% | -4.9% | +17.0% |
| YTD | +36.9% | -1.6% | +38.5% | +34.3% |
| 1Y | +23.5% | -5.1% | +28.6% | +23.5% |
| 3Y | +19.6% | +68.4% | -48.8% | -14.3% |
| 5Y | +11.4% | +79.4% | -68.0% | -25.3% |
| All | +156.1% | +237.3% | -81.2% | +2.1% |
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 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