+6,467.5%
ABT vs HPQ
+2,897.0%
+3,570.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.9% |
| 7D | -3.1% | -0.5% | -2.7% | -3.1% |
| 30D | -2.1% | +3.7% | -5.9% | -2.8% |
| 3M | +17.4% | +24.3% | -6.9% | +13.2% |
| 6M | -2.4% | +64.8% | -67.1% | -10.5% |
| YTD | -14.2% | +43.9% | -58.1% | -19.8% |
| 1Y | -18.3% | +11.7% | -30.0% | -20.8% |
| 3Y | +11.5% | +19.7% | -8.2% | +5.1% |
| 5Y | -9.9% | +32.2% | -42.1% | -17.5% |
| 10Y | +204.4% | +198.9% | +5.4% | +140.9% |
| All | +6,467.5% | +2,897.0% | +3,570.6% | +2,652.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling