+51.0%
HPQ vs SITM
+187.3%
-136.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.5% | +2.9% | +7.6% |
| 7D | +9.8% | +3.9% | +5.9% | +9.2% |
| 30D | +22.4% | -6.6% | +28.9% | +23.2% |
| 3M | +45.2% | -11.9% | +57.0% | +45.5% |
| 6M | +96.4% | +81.1% | +15.3% | +69.6% |
| YTD | +65.4% | +80.0% | -14.6% | +40.9% |
| 1Y | +31.6% | +145.8% | -114.3% | +4.1% |
| 3Y | +37.0% | +475.9% | -438.9% | -15.9% |
| All | +51.0% | +187.3% | -136.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling