+12.6%
HPQ vs SN
+476.8%
-464.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +5.6% |
| 7D | +2.2% | -3.4% | +5.6% | +2.9% |
| 30D | +9.7% | -9.1% | +18.8% | +11.6% |
| 3M | +32.7% | +31.8% | +1.0% | +24.5% |
| 6M | +77.7% | +52.0% | +25.7% | +60.3% |
| YTD | +51.0% | +51.3% | -0.3% | +35.8% |
| 1Y | +18.4% | +46.9% | -28.5% | +6.7% |
| 3Y | +25.6% | +394.9% | -369.4% | -1.8% |
| All | +12.6% | +476.8% | -464.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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