+217.2%
HPQ vs SBAC
+83.0%
+134.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.9% |
| 7D | +3.5% | -5.3% | +8.8% | +5.1% |
| 30D | +13.7% | +0.4% | +13.3% | +13.5% |
| 3M | +33.9% | -11.9% | +45.7% | +38.4% |
| 6M | +80.9% | -4.5% | +85.4% | +81.2% |
| YTD | +52.6% | -4.3% | +56.9% | +52.4% |
| 1Y | +21.2% | -3.9% | +25.1% | +20.6% |
| 3Y | +26.9% | -11.0% | +37.9% | +25.5% |
| 5Y | +41.1% | -44.1% | +85.2% | +61.3% |
| All | +217.2% | +83.0% | +134.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling