+8.7%
HPQ vs SMR
+11.2%
-2.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +15.3% | -19.8% | -5.4% |
| 7D | -0.5% | +21.4% | -21.9% | -1.7% |
| 30D | +3.7% | +13.8% | -10.1% | +2.7% |
| 3M | +24.3% | +3.9% | +20.4% | +23.4% |
| 6M | +64.8% | -4.2% | +69.0% | +63.1% |
| YTD | +43.9% | -21.1% | +65.0% | +43.2% |
| 1Y | +11.7% | -67.1% | +78.7% | +16.5% |
| 3Y | +19.7% | +88.9% | -69.2% | +2.8% |
| All | +8.7% | +11.2% | -2.6% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling