+2,903.2%
HPQ vs SO
+5,976.4%
-3,073.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.4% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +14.4% | -4.6% | +19.0% | +16.0% |
| 3M | +25.6% | -3.0% | +28.7% | +26.6% |
| 6M | +75.0% | -8.3% | +83.3% | +78.9% |
| YTD | +50.7% | +3.5% | +47.2% | +48.4% |
| 1Y | +18.7% | -0.9% | +19.6% | +18.2% |
| 3Y | +21.5% | +45.4% | -23.8% | +6.1% |
| 5Y | +31.6% | +59.6% | -28.0% | +10.7% |
| 10Y | +216.1% | +156.6% | +59.4% | +128.8% |
| All | +2,903.2% | +5,976.4% | -3,073.1% | +873.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling