+520.8%
APP vs HPQ
+5.8%
+515.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.5% |
| 7D | +48.9% | -3.2% | +52.2% | +50.5% |
| 30D | +49.4% | -3.0% | +52.5% | +51.0% |
| 3M | +27.0% | +0.6% | +26.4% | +24.4% |
| 6M | -15.4% | +36.6% | -52.0% | -29.6% |
| YTD | -39.9% | +35.0% | -74.9% | -50.4% |
| 1Y | -32.0% | +23.1% | -55.0% | -41.2% |
| 3Y | +824.3% | +18.6% | +805.7% | +663.2% |
| 5Y | +252.4% | +10.3% | +242.1% | +222.7% |
| All | +520.8% | +5.8% | +515.0% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling