+15.8%
HPQ vs SO
+52.8%
-37.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -5.9% | +8.7% | -14.6% | -5.6% |
| 3M | -3.7% | +3.4% | -7.1% | -3.6% |
| 6M | +28.1% | +3.7% | +24.4% | +28.4% |
| YTD | +32.5% | +10.0% | +22.4% | +32.9% |
| 1Y | +18.1% | +6.6% | +11.5% | +18.5% |
| All | +15.8% | +52.8% | -37.1% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling