+71.1%
BA vs HPQ
+231.8%
-160.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -2.7% | +3.5% | -6.2% | -4.4% |
| 30D | -12.2% | +13.7% | -25.9% | -17.7% |
| 3M | -2.0% | +33.9% | -35.9% | -15.8% |
| 6M | -6.0% | +80.9% | -86.9% | -32.1% |
| YTD | -5.7% | +52.6% | -58.2% | -26.3% |
| 1Y | -10.0% | +21.2% | -31.2% | -21.7% |
| 3Y | -3.1% | +26.9% | -29.9% | -23.2% |
| 5Y | -2.6% | +41.1% | -43.8% | -32.0% |
| All | +71.1% | +231.8% | -160.8% | -17.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling