+18.4%
HPQ vs SN
+47.1%
-28.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +5.2% |
| 7D | +2.2% | -3.4% | +5.6% | +2.5% |
| 30D | +9.7% | -9.1% | +18.8% | +10.4% |
| 3M | +32.7% | +31.8% | +1.0% | +28.6% |
| 6M | +77.7% | +52.0% | +25.7% | +69.0% |
| YTD | +51.0% | +51.3% | -0.3% | +42.3% |
| 1Y | +18.4% | +46.9% | -28.5% | +7.2% |
| All | +18.4% | +47.1% | -28.7% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling