+1,468.7%
HPQ vs SIRI
-18.6%
+1,487.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +2.2% | -3.9% | +6.1% | +2.6% |
| 30D | +9.7% | -0.8% | +10.6% | +9.8% |
| 3M | +32.7% | +4.3% | +28.4% | +32.1% |
| 6M | +77.7% | +34.1% | +43.7% | +73.0% |
| YTD | +51.0% | +47.3% | +3.7% | +45.7% |
| 1Y | +18.4% | +22.9% | -4.5% | +16.0% |
| 3Y | +25.6% | -24.6% | +50.1% | +26.3% |
| 5Y | +38.6% | -43.2% | +81.8% | +40.9% |
| 10Y | +226.1% | -12.3% | +238.4% | +221.5% |
| All | +1,468.7% | -18.6% | +1,487.3% | +1,159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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