+506.6%
APP vs HPQ
+3.8%
+502.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | +61.1% | +0.5% | +60.6% | +60.3% |
| 30D | +42.8% | -5.9% | +48.7% | +46.1% |
| 3M | +16.7% | -3.7% | +20.4% | +16.5% |
| 6M | -15.6% | +28.1% | -43.7% | -27.6% |
| YTD | -41.3% | +32.5% | -73.8% | -51.1% |
| 1Y | -39.3% | +18.1% | -57.4% | -46.4% |
| 3Y | +803.2% | +16.4% | +786.8% | +651.6% |
| 5Y | +313.2% | +8.9% | +304.3% | +281.2% |
| All | +506.6% | +3.8% | +502.8% | +466.7% |
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 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