+12.4%
HPQ vs SN
+490.7%
-478.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.4% |
| 7D | +6.9% | -9.3% | +16.3% | +8.9% |
| 30D | +14.4% | -4.8% | +19.2% | +15.3% |
| 3M | +25.6% | +40.4% | -14.8% | +16.2% |
| 6M | +75.0% | +50.9% | +24.1% | +58.4% |
| YTD | +50.7% | +54.9% | -4.3% | +35.0% |
| 1Y | +18.7% | +43.0% | -24.4% | +7.8% |
| 3Y | +21.5% | +391.8% | -370.3% | -5.4% |
| All | +12.4% | +490.7% | -478.3% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling