+21.3%
HPQ vs SM
+70.4%
-49.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -15.3% | +21.2% | +5.8% |
| 7D | -7.8% | -21.5% | +13.7% | -7.7% |
| 30D | -4.9% | -11.4% | +6.5% | -5.2% |
| 3M | +4.9% | +0.6% | +4.2% | +3.8% |
| 6M | +47.1% | +0.2% | +46.8% | +44.9% |
| YTD | +39.5% | +69.7% | -30.1% | +30.7% |
| 1Y | +21.3% | +71.6% | -50.3% | +15.1% |
| All | +21.3% | +70.4% | -49.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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