+819.1%
HPQ vs SNY
+241.9%
+577.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -3.3% | +13.1% | +11.3% |
| 30D | +22.4% | -2.2% | +24.5% | +23.4% |
| 3M | +45.2% | -3.0% | +48.2% | +47.0% |
| 6M | +96.4% | +2.7% | +93.7% | +93.7% |
| YTD | +65.4% | -6.8% | +72.2% | +69.3% |
| 1Y | +31.6% | -5.3% | +36.8% | +33.4% |
| 3Y | +37.0% | -9.8% | +46.8% | +37.0% |
| 5Y | +53.0% | +9.7% | +43.3% | +37.0% |
| 10Y | +257.2% | +64.5% | +192.7% | +160.5% |
| All | +819.1% | +241.9% | +577.2% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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