+18.7%
HPQ vs SRE
+4.7%
+14.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.3% |
| 7D | +6.9% | -0.3% | +7.3% | +6.9% |
| 30D | +14.4% | -0.7% | +15.2% | +14.4% |
| 3M | +25.6% | -6.3% | +31.9% | +26.5% |
| 6M | +75.0% | -10.7% | +85.7% | +78.8% |
| YTD | +50.7% | -3.5% | +54.2% | +49.6% |
| 1Y | +18.7% | +5.3% | +13.4% | +19.0% |
| All | +18.7% | +4.7% | +14.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling