+2,880.2%
HPQ vs SYY
+4,545.1%
-1,664.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +8.7% | -2.7% | +11.4% | +9.8% |
| 3M | +31.5% | +5.9% | +25.6% | +28.5% |
| 6M | +76.0% | -2.3% | +78.3% | +75.6% |
| YTD | +49.5% | +13.1% | +36.4% | +40.3% |
| 1Y | +17.3% | +3.8% | +13.5% | +13.6% |
| 3Y | +24.4% | +26.7% | -2.4% | +10.3% |
| 5Y | +37.3% | +19.4% | +17.9% | +24.4% |
| 10Y | +223.0% | +112.0% | +111.0% | +127.5% |
| All | +2,880.2% | +4,545.1% | -1,664.9% | +581.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling