+19.7%
HPQ vs SO
+46.8%
-27.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.5% |
| 30D | +3.7% | -3.2% | +6.9% | +3.7% |
| 3M | +24.3% | -1.7% | +26.0% | +24.4% |
| 6M | +64.8% | -7.2% | +71.9% | +65.2% |
| YTD | +43.9% | +4.6% | +39.3% | +43.9% |
| 1Y | +11.7% | +1.2% | +10.4% | +11.8% |
| 3Y | +19.7% | +45.3% | -25.6% | +10.5% |
| All | +19.7% | +46.8% | -27.2% | +10.5% |
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