+38.6%
HPQ vs SM
+119.2%
-80.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +32.7% | +22.9% | +9.8% | +25.6% |
| 6M | +77.7% | +47.8% | +29.9% | +59.3% |
| YTD | +51.0% | +107.5% | -56.5% | +24.2% |
| 1Y | +18.4% | +51.7% | -33.3% | +4.3% |
| 3Y | +25.6% | -0.9% | +26.4% | +16.9% |
| 5Y | +38.6% | +112.2% | -73.6% | +4.2% |
| All | +38.6% | +119.2% | -80.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling