+197.1%
ABT vs HPQ
+259.7%
-62.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -3.0% |
| 7D | -5.9% | +9.8% | -15.6% | -7.7% |
| 30D | -8.1% | +22.4% | -30.4% | -12.0% |
| 3M | +14.5% | +45.2% | -30.6% | +5.6% |
| 6M | -6.3% | +96.4% | -102.7% | -19.9% |
| YTD | -17.1% | +65.4% | -82.5% | -26.5% |
| 1Y | -21.4% | +31.6% | -52.9% | -26.9% |
| 3Y | +5.9% | +37.0% | -31.1% | -5.6% |
| 5Y | -12.8% | +53.0% | -65.8% | -26.8% |
| All | +197.1% | +259.7% | -62.6% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling