+13.1%
HPQ vs SBAC
-39.6%
+52.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +3.2% | +0.6% | +2.5% | +3.0% |
| 30D | -3.6% | +5.5% | -9.1% | -4.8% |
| 3M | -5.3% | +3.1% | -8.4% | -6.1% |
| 6M | +41.1% | -7.0% | +48.2% | +42.9% |
| YTD | +36.9% | +0.5% | +36.4% | +35.2% |
| 1Y | +23.5% | +0.2% | +23.3% | +22.0% |
| 3Y | +19.6% | -7.4% | +26.9% | +17.2% |
| All | +13.1% | -39.6% | +52.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling