+13.1%
HPQ vs SUI
-26.4%
+39.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.3% |
| 7D | +3.2% | -1.5% | +4.6% | +3.7% |
| 30D | -3.6% | +3.7% | -7.4% | -4.8% |
| 3M | -5.3% | -0.4% | -4.9% | -5.4% |
| 6M | +41.1% | -2.8% | +43.9% | +42.1% |
| YTD | +36.9% | -1.6% | +38.5% | +37.1% |
| 1Y | +23.5% | -2.1% | +25.6% | +24.0% |
| 3Y | +19.6% | +18.5% | +1.1% | +8.6% |
| All | +13.1% | -26.4% | +39.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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