+10.3%
HPQ vs SARO
-22.5%
+32.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.1% |
| 7D | +9.8% | -3.1% | +12.9% | +10.4% |
| 30D | +22.4% | -12.2% | +34.6% | +25.4% |
| 3M | +45.2% | -7.4% | +52.5% | +46.2% |
| 6M | +96.4% | -15.3% | +111.7% | +101.0% |
| YTD | +65.4% | -16.2% | +81.6% | +68.9% |
| 1Y | +31.6% | -12.1% | +43.7% | +31.8% |
| All | +10.3% | -22.5% | +32.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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