+38.6%
HPQ vs SBAC
-44.9%
+83.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.2% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | +9.7% | +3.9% | +5.9% | +8.8% |
| 3M | +32.7% | -8.2% | +40.9% | +34.9% |
| 6M | +77.7% | -2.8% | +80.5% | +77.4% |
| YTD | +51.0% | -1.5% | +52.5% | +50.0% |
| 1Y | +18.4% | 0.0% | +18.4% | +17.0% |
| 3Y | +25.6% | -8.4% | +34.0% | +23.3% |
| 5Y | +38.6% | -43.5% | +82.2% | +50.2% |
| All | +38.6% | -44.9% | +83.6% | +50.2% |
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