+752.2%
HPQ vs SAP
+2,233.8%
-1,481.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +6.9% | -2.9% | +9.8% | +8.0% |
| 30D | +14.4% | +9.0% | +5.4% | +10.5% |
| 3M | +25.6% | +14.9% | +10.7% | +18.4% |
| 6M | +75.0% | +11.9% | +63.1% | +66.0% |
| YTD | +50.7% | -9.9% | +60.6% | +53.3% |
| 1Y | +18.7% | -19.5% | +38.2% | +25.9% |
| 3Y | +21.5% | +61.8% | -40.3% | -2.5% |
| 5Y | +31.6% | +56.2% | -24.6% | +5.6% |
| 10Y | +216.1% | +180.6% | +35.4% | +101.9% |
| All | +752.2% | +2,233.8% | -1,481.5% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling