+213.9%
HPQ vs SO
+162.4%
+51.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +9.7% | -2.5% | +12.2% | +10.6% |
| 3M | +32.7% | -4.2% | +36.9% | +34.5% |
| 6M | +77.7% | -7.7% | +85.4% | +81.8% |
| YTD | +51.0% | +3.8% | +47.2% | +48.0% |
| 1Y | +18.4% | +0.1% | +18.3% | +17.4% |
| 3Y | +25.6% | +44.2% | -18.6% | +5.7% |
| 5Y | +38.6% | +57.9% | -19.2% | +10.8% |
| All | +213.9% | +162.4% | +51.4% | +128.1% |
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