+235.5%
HPQ vs SBAC
+2,222.3%
-1,986.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +3.2% | +0.6% | +2.5% | +3.1% |
| 30D | -3.6% | +5.5% | -9.1% | -4.4% |
| 3M | -5.3% | +3.1% | -8.4% | -5.9% |
| 6M | +41.1% | -7.0% | +48.2% | +42.3% |
| YTD | +36.9% | +0.5% | +36.4% | +35.7% |
| 1Y | +23.5% | +0.2% | +23.3% | +22.5% |
| 3Y | +19.6% | -7.4% | +26.9% | +18.8% |
| 5Y | +11.4% | -39.7% | +51.1% | +17.3% |
| 10Y | +160.6% | +112.5% | +48.1% | +127.3% |
| All | +235.5% | +2,222.3% | -1,986.8% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling