-5.9%
ABT vs HPQ
+18.6%
-24.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +5.5% |
| 7D | +12.5% | -7.8% | +20.3% | +12.5% |
| 30D | +16.1% | -4.9% | +21.0% | +16.0% |
| 3M | +10.2% | +4.9% | +5.3% | +9.8% |
| 6M | +33.7% | +47.1% | -13.4% | +34.0% |
| YTD | -5.5% | +39.5% | -45.0% | -4.1% |
| 1Y | -5.9% | +21.3% | -27.2% | -3.0% |
| All | -5.9% | +18.6% | -24.5% | -3.0% |
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