+8.3%
HPQ vs SO
+76.7%
-68.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | -3.7% | +3.4% | -7.1% | -4.3% |
| 6M | +28.1% | +3.7% | +24.4% | +27.2% |
| YTD | +32.5% | +10.0% | +22.4% | +29.9% |
| 1Y | +18.1% | +6.6% | +11.5% | +16.5% |
| 3Y | +16.4% | +52.5% | -36.1% | +1.7% |
| All | +8.3% | +76.7% | -68.4% | -8.9% |
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 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