-24.6%
BA vs HPQ
+37.2%
-61.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +0.7% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | -7.9% | -11.7% | +3.8% | -7.3% |
| 3M | -25.3% | +2.0% | -27.3% | -25.5% |
| 6M | -24.6% | +35.9% | -60.4% | -26.8% |
| All | -24.6% | +37.2% | -61.8% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling