+18.7%
HPQ vs SITM
+174.8%
-156.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +2.2% |
| 7D | +6.9% | +9.7% | -2.8% | +6.8% |
| 30D | +14.4% | +12.7% | +1.7% | +14.3% |
| 3M | +25.6% | -13.4% | +39.0% | +26.6% |
| 6M | +75.0% | +59.6% | +15.4% | +68.1% |
| YTD | +50.7% | +73.3% | -22.6% | +42.0% |
| 1Y | +18.7% | +165.5% | -146.9% | +3.3% |
| All | +18.7% | +174.8% | -156.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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