+269.4%
HPQ vs SBAC
+2,208.1%
-1,938.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | +14.4% | +6.9% | +7.5% | +13.3% |
| 3M | +25.6% | -8.2% | +33.8% | +27.2% |
| 6M | +75.0% | -1.6% | +76.7% | +74.6% |
| YTD | +50.7% | -0.1% | +50.8% | +49.8% |
| 1Y | +18.7% | -0.5% | +19.1% | +17.9% |
| 3Y | +21.5% | -9.1% | +30.6% | +21.1% |
| 5Y | +31.6% | -43.8% | +75.4% | +40.1% |
| 10Y | +216.1% | +80.5% | +135.5% | +182.2% |
| All | +269.4% | +2,208.1% | -1,938.7% | +110.9% |
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