+930.0%
APH vs HPQ
+160.1%
+769.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | +4.9% | +3.2% | +1.7% | +3.7% |
| 30D | -5.4% | -3.6% | -1.8% | -5.1% |
| 3M | -5.5% | -5.3% | -0.2% | -5.4% |
| 6M | +25.9% | +41.1% | -15.2% | +6.0% |
| YTD | +16.4% | +36.9% | -20.5% | -2.2% |
| 1Y | +16.5% | +23.5% | -7.0% | +1.8% |
| 3Y | +270.9% | +19.6% | +251.3% | +214.0% |
| 5Y | +289.5% | +11.4% | +278.1% | +229.3% |
| All | +930.0% | +160.1% | +769.9% | +518.3% |
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