+18.3%
HPQ vs SN
+428.0%
-409.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.4% |
| 7D | -0.6% | +7.6% | -8.3% | -2.3% |
| 30D | -6.5% | +24.1% | -30.5% | -11.0% |
| 3M | -5.1% | +23.7% | -28.8% | -10.0% |
| 6M | +27.3% | +105.5% | -78.2% | +5.2% |
| YTD | +31.7% | +105.1% | -73.4% | +7.4% |
| 1Y | +13.0% | +148.3% | -135.3% | -13.5% |
| 3Y | +18.3% | +438.7% | -420.4% | -24.4% |
| All | +18.3% | +428.0% | -409.7% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling