+24.9%
HPQ vs SMR
-14.3%
+39.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -15.7% | +24.1% | +9.2% |
| 7D | +9.8% | -11.2% | +21.0% | +10.1% |
| 30D | +22.4% | -10.2% | +32.6% | +22.6% |
| 3M | +45.2% | -10.0% | +55.2% | +44.8% |
| 6M | +96.4% | -30.5% | +126.9% | +97.6% |
| YTD | +65.4% | -39.2% | +104.6% | +66.6% |
| 1Y | +31.6% | -75.5% | +107.1% | +39.3% |
| 3Y | +37.0% | +45.4% | -8.4% | +19.2% |
| All | +24.9% | -14.3% | +39.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling