+243.8%
HPQ vs SO
+159.0%
+84.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.6% |
| 7D | +9.8% | -1.1% | +10.8% | +10.1% |
| 30D | +22.4% | -5.0% | +27.4% | +24.3% |
| 3M | +45.2% | -5.8% | +50.9% | +47.9% |
| 6M | +96.4% | -7.9% | +104.4% | +101.1% |
| YTD | +65.4% | +2.4% | +63.0% | +62.8% |
| 1Y | +31.6% | -2.3% | +33.8% | +31.5% |
| 3Y | +37.0% | +41.9% | -4.8% | +16.0% |
| 5Y | +53.0% | +58.1% | -5.1% | +22.0% |
| All | +243.8% | +159.0% | +84.9% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling