+65.7%
AMGN vs HPQ
+18.6%
+47.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.1% | +3.4% |
| 7D | +5.9% | -7.8% | +13.7% | +6.2% |
| 30D | +18.7% | -4.9% | +23.6% | +18.8% |
| 3M | +23.4% | +4.9% | +18.5% | +22.6% |
| 6M | +49.7% | +47.1% | +2.7% | +45.7% |
| YTD | +49.2% | +39.5% | +9.7% | +44.5% |
| 1Y | +65.7% | +21.3% | +44.5% | +61.7% |
| All | +65.7% | +18.6% | +47.1% | +61.7% |
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