+23.3%
BA vs HPQ
+160.1%
-136.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -1.1% | +3.2% | -4.3% | -2.4% |
| 30D | -7.1% | -3.6% | -3.5% | -6.3% |
| 3M | -25.5% | -5.3% | -20.3% | -25.2% |
| 6M | -28.7% | +41.1% | -69.9% | -42.4% |
| YTD | -21.0% | +36.9% | -57.9% | -36.3% |
| 1Y | -11.9% | +23.5% | -35.4% | -25.4% |
| 3Y | -16.2% | +19.6% | -35.7% | -33.3% |
| 5Y | -22.4% | +11.4% | -33.8% | -39.0% |
| All | +23.3% | +160.1% | -136.8% | -36.8% |
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