+195.5%
AMGN vs HPQ
+259.7%
-64.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -2.9% |
| 7D | -13.7% | +9.8% | -23.5% | -15.2% |
| 30D | -8.8% | +22.4% | -31.2% | -12.3% |
| 3M | +7.2% | +45.2% | -38.0% | -0.3% |
| 6M | +1.3% | +96.4% | -95.2% | -12.0% |
| YTD | +17.6% | +65.4% | -47.7% | +5.6% |
| 1Y | +37.2% | +31.6% | +5.6% | +28.4% |
| 3Y | +57.7% | +37.0% | +20.7% | +43.3% |
| 5Y | +106.3% | +53.0% | +53.3% | +76.8% |
| All | +195.5% | +259.7% | -64.2% | +113.6% |
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