-1.5%
BAC vs HPQ
+18.6%
-20.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +3.5% |
| 7D | +1.5% | -7.8% | +9.3% | +2.1% |
| 30D | -4.4% | -4.9% | +0.5% | -4.2% |
| 3M | -17.5% | +4.9% | -22.4% | -17.7% |
| 6M | -0.1% | +47.1% | -47.1% | -3.9% |
| YTD | -4.6% | +39.5% | -44.1% | -8.0% |
| 1Y | -1.5% | +21.3% | -22.8% | -3.9% |
| All | -1.5% | +18.6% | -20.1% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling