+31.6%
HPQ vs SE
-45.5%
+77.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.3% | +9.7% | +8.5% |
| 7D | +9.8% | -5.2% | +15.0% | +10.0% |
| 30D | +22.4% | -17.1% | +39.4% | +23.6% |
| 3M | +45.2% | +24.0% | +21.2% | +42.2% |
| 6M | +96.4% | +21.0% | +75.5% | +92.7% |
| YTD | +65.4% | -16.7% | +82.1% | +66.2% |
| 1Y | +31.6% | -45.9% | +77.5% | +37.0% |
| All | +31.6% | -45.5% | +77.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling