+649.3%
HPQ vs SAP
+2,435.9%
-1,786.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.2% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | -5.9% | +8.8% | -14.7% | -8.7% |
| 3M | -3.7% | +12.1% | -15.8% | -8.1% |
| 6M | +28.1% | +34.6% | -6.5% | +13.8% |
| YTD | +32.5% | -2.1% | +34.6% | +30.5% |
| 1Y | +18.1% | -5.5% | +23.6% | +18.0% |
| 3Y | +16.4% | +67.4% | -51.0% | -7.8% |
| 5Y | +8.9% | +74.6% | -65.7% | -16.1% |
| 10Y | +157.6% | +224.0% | -66.4% | +56.1% |
| All | +649.3% | +2,435.9% | -1,786.6% | +158.7% |
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