+25.1%
HPQ vs SM
-1.2%
+26.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +2.2% | -0.2% | +2.5% | +2.2% |
| 30D | +9.7% | +20.3% | -10.5% | +5.4% |
| 3M | +32.7% | +22.9% | +9.8% | +25.9% |
| 6M | +77.7% | +47.8% | +29.9% | +59.4% |
| YTD | +51.0% | +107.5% | -56.5% | +23.6% |
| 1Y | +18.4% | +51.7% | -33.3% | +4.6% |
| All | +25.1% | -1.2% | +26.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling