+243.8%
HPQ vs SYY
+116.5%
+127.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +7.9% |
| 7D | +9.8% | +3.9% | +5.8% | +7.9% |
| 30D | +22.4% | -1.7% | +24.1% | +23.4% |
| 3M | +45.2% | +5.2% | +40.0% | +41.6% |
| 6M | +96.4% | -0.2% | +96.6% | +94.0% |
| YTD | +65.4% | +15.4% | +50.0% | +51.2% |
| 1Y | +31.6% | +5.6% | +26.0% | +25.4% |
| 3Y | +37.0% | +28.9% | +8.2% | +16.1% |
| 5Y | +53.0% | +24.1% | +28.9% | +31.7% |
| All | +243.8% | +116.5% | +127.3% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling