+26.4%
HPQ vs SITM
+423.6%
-397.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +3.5% | +4.8% | -1.3% | +3.0% |
| 30D | +13.7% | -9.7% | +23.4% | +14.7% |
| 3M | +33.9% | -9.3% | +43.2% | +33.7% |
| 6M | +80.9% | +69.5% | +11.4% | +61.6% |
| YTD | +52.6% | +70.5% | -18.0% | +34.4% |
| 1Y | +21.2% | +145.3% | -124.0% | -1.1% |
| All | +26.4% | +423.6% | -397.2% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling