+1,460.9%
BA vs HPQ
+2,642.6%
-1,181.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -9.5% | -6.5% | -3.0% | -8.1% |
| 3M | -26.5% | -5.1% | -21.4% | -26.3% |
| 6M | -27.4% | +27.3% | -54.7% | -34.0% |
| YTD | -20.6% | +31.7% | -52.3% | -29.2% |
| 1Y | -11.4% | +13.0% | -24.4% | -17.6% |
| 3Y | -10.8% | +18.3% | -29.1% | -20.3% |
| 5Y | -21.9% | +7.4% | -29.3% | -29.0% |
| 10Y | +28.1% | +154.8% | -126.6% | -7.3% |
| All | +1,460.9% | +2,642.6% | -1,181.7% | +447.5% |
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