+99.9%
HPQ vs SE
+589.8%
-489.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +6.9% | -6.1% | +13.0% | +7.9% |
| 30D | +14.4% | -2.5% | +16.9% | +14.5% |
| 3M | +25.6% | +21.7% | +3.9% | +21.4% |
| 6M | +75.0% | +27.0% | +48.0% | +67.5% |
| YTD | +50.7% | -12.1% | +62.8% | +51.4% |
| 1Y | +18.7% | -40.9% | +59.6% | +25.9% |
| 3Y | +21.5% | +191.0% | -169.5% | +0.2% |
| 5Y | +31.6% | -68.3% | +99.8% | +38.0% |
| All | +99.9% | +589.8% | -489.8% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling