+422.5%
HPQ vs SRE
+1,553.2%
-1,130.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.2% |
| 7D | -0.5% | +1.4% | -1.9% | -1.1% |
| 30D | +3.7% | +1.9% | +1.8% | +2.8% |
| 3M | +24.3% | -3.3% | +27.6% | +25.5% |
| 6M | +64.8% | -6.4% | +71.2% | +67.8% |
| YTD | +43.9% | -1.8% | +45.7% | +43.7% |
| 1Y | +11.7% | +10.7% | +0.9% | +6.2% |
| 3Y | +19.7% | +31.8% | -12.1% | +3.9% |
| 5Y | +32.2% | +49.2% | -17.0% | +8.4% |
| 10Y | +198.9% | +118.5% | +80.4% | +105.7% |
| All | +422.5% | +1,553.2% | -1,130.7% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling