+382.3%
APP vs HPQ
+19.5%
+362.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.6% |
| 7D | +0.3% | +3.5% | -3.2% | -1.3% |
| 30D | -1.3% | +13.7% | -15.0% | -7.2% |
| 3M | -36.2% | +33.9% | -70.1% | -44.6% |
| 6M | -34.1% | +80.9% | -115.0% | -52.2% |
| YTD | -53.3% | +52.6% | -105.9% | -63.0% |
| 1Y | -44.5% | +21.2% | -65.8% | -50.7% |
| 3Y | +646.7% | +26.9% | +619.8% | +511.2% |
| 5Y | +306.4% | +41.1% | +265.3% | +258.7% |
| All | +382.3% | +19.5% | +362.8% | +329.5% |
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