+7.4%
HPQ vs SN
+496.6%
-489.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +3.7% | -5.6% | +9.3% | +4.7% |
| 3M | +24.3% | +48.1% | -23.8% | +13.7% |
| 6M | +64.8% | +57.6% | +7.1% | +47.6% |
| YTD | +43.9% | +56.5% | -12.6% | +28.6% |
| 1Y | +11.7% | +52.6% | -40.9% | -0.1% |
| 3Y | +19.7% | +412.0% | -392.3% | -7.0% |
| All | +7.4% | +496.6% | -489.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling