+25.1%
HPQ vs SAP
+56.3%
-31.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +9.7% | +0.3% | +9.5% | +9.3% |
| 3M | +32.7% | +16.9% | +15.8% | +25.7% |
| 6M | +77.7% | +6.3% | +71.4% | +72.8% |
| YTD | +51.0% | -12.4% | +63.4% | +53.6% |
| 1Y | +18.4% | -21.6% | +40.0% | +24.7% |
| All | +25.1% | +56.3% | -31.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling