+11.7%
BABA vs HPQ
+160.1%
-148.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | -13.8% | +3.2% | -16.9% | -14.5% |
| 30D | -15.1% | -3.6% | -11.5% | -14.6% |
| 3M | -22.7% | -5.3% | -17.5% | -22.6% |
| 6M | -34.7% | +41.1% | -75.8% | -43.2% |
| YTD | -35.0% | +36.9% | -71.9% | -43.4% |
| 1Y | -40.4% | +23.5% | -63.9% | -46.5% |
| 3Y | +21.9% | +19.6% | +2.3% | +6.5% |
| 5Y | -39.9% | +11.4% | -51.3% | -46.8% |
| All | +11.7% | +160.1% | -148.4% | -25.5% |
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 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