+3.8%
SGOV vs HPQ
+30.7%
-27.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | 0.0% |
| 7D | 0.0% | +9.8% | -9.7% | 0.0% |
| 30D | +0.3% | +22.4% | -22.0% | +0.3% |
| 3M | +0.9% | +45.2% | -44.2% | +0.9% |
| 6M | +1.8% | +96.4% | -94.6% | +1.8% |
| YTD | +2.5% | +65.4% | -62.9% | +2.5% |
| 1Y | +3.8% | +31.6% | -27.8% | +3.7% |
| All | +3.8% | +30.7% | -27.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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