+151.9%
HPQ vs SO
+193.6%
-41.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -5.7% | +4.9% | -10.7% | -7.3% |
| 3M | -0.4% | +0.8% | -1.2% | -0.8% |
| 6M | +40.0% | +0.6% | +39.4% | +39.3% |
| YTD | +34.6% | +8.7% | +26.0% | +29.8% |
| 1Y | +20.4% | +4.0% | +16.4% | +17.9% |
| 3Y | +18.3% | +50.6% | -32.3% | -1.9% |
| 5Y | +9.6% | +77.5% | -67.9% | -16.5% |
| All | +151.9% | +193.6% | -41.7% | +75.6% |
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