+21.2%
HPQ vs SAP
-22.5%
+43.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.5% |
| 7D | +3.5% | -5.1% | +8.6% | +5.2% |
| 30D | +13.7% | -1.8% | +15.5% | +13.8% |
| 3M | +33.9% | +20.9% | +12.9% | +24.8% |
| 6M | +80.9% | +7.0% | +73.9% | +75.0% |
| YTD | +52.6% | -13.7% | +66.3% | +54.3% |
| 1Y | +21.2% | -19.6% | +40.8% | +30.1% |
| All | +21.2% | -22.5% | +43.7% | +30.1% |
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