+23.9%
HPQ vs SBAC
-8.7%
+32.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +8.7% | +3.9% | +4.8% | +8.1% |
| 3M | +31.5% | -8.2% | +39.6% | +32.6% |
| 6M | +76.0% | -2.8% | +78.8% | +75.6% |
| YTD | +49.5% | -1.5% | +51.1% | +48.8% |
| 1Y | +17.3% | 0.0% | +17.2% | +16.4% |
| All | +23.9% | -8.7% | +32.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling