+14.0%
HPQ vs SMR
+7.6%
+6.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.1% |
| 7D | +2.2% | +13.1% | -10.8% | +1.4% |
| 30D | +9.7% | +17.8% | -8.0% | +8.5% |
| 3M | +32.7% | +8.1% | +24.6% | +31.4% |
| 6M | +77.7% | -11.1% | +88.8% | +76.7% |
| YTD | +51.0% | -23.7% | +74.7% | +50.5% |
| 1Y | +18.4% | -69.4% | +87.8% | +24.1% |
| 3Y | +25.6% | +82.6% | -57.0% | +8.0% |
| All | +14.0% | +7.6% | +6.5% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling