+37.3%
HPQ vs SO
+57.7%
-20.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.0% |
| 7D | +1.3% | 0.0% | +1.2% | +1.2% |
| 30D | +8.7% | -2.5% | +11.2% | +9.1% |
| 3M | +31.5% | -4.2% | +35.6% | +32.3% |
| 6M | +76.0% | -7.7% | +83.7% | +78.2% |
| YTD | +49.5% | +3.8% | +45.7% | +48.0% |
| 1Y | +17.3% | +0.1% | +17.2% | +16.8% |
| 3Y | +24.4% | +44.2% | -19.9% | +9.7% |
| 5Y | +37.3% | +57.9% | -20.6% | +12.6% |
| All | +37.3% | +57.7% | -20.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling