+661.4%
HPQ vs SAP
+2,439.3%
-1,777.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | -3.9% | +2.0% | -0.5% |
| 30D | -5.7% | +6.5% | -12.2% | -7.8% |
| 3M | -0.4% | +14.7% | -15.1% | -5.7% |
| 6M | +40.0% | +39.9% | +0.1% | +22.6% |
| YTD | +34.6% | -2.0% | +36.6% | +32.6% |
| 1Y | +20.4% | -6.0% | +26.4% | +20.5% |
| 3Y | +18.3% | +67.7% | -49.4% | -6.3% |
| 5Y | +9.6% | +78.8% | -69.2% | -16.3% |
| 10Y | +156.3% | +229.3% | -72.9% | +54.5% |
| All | +661.4% | +2,439.3% | -1,777.9% | +162.8% |
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