+101.8%
HPQ vs SITM
+4,507.3%
-4,405.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.2% |
| 7D | -0.5% | +8.4% | -8.8% | -1.6% |
| 30D | +3.7% | -17.4% | +21.1% | +6.3% |
| 3M | +24.3% | -9.8% | +34.1% | +23.8% |
| 6M | +64.8% | +83.0% | -18.2% | +43.0% |
| YTD | +43.9% | +69.6% | -25.7% | +25.1% |
| 1Y | +11.7% | +144.9% | -133.2% | -10.1% |
| 3Y | +19.7% | +429.9% | -410.2% | -21.5% |
| 5Y | +32.2% | +169.2% | -136.9% | -11.4% |
| All | +101.8% | +4,507.3% | -4,405.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling