+97.9%
BAC vs HPQ
+19.7%
+78.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +3.2% | +3.2% | +0.1% | +2.6% |
| 30D | -0.7% | -3.6% | +2.9% | -0.2% |
| 3M | -20.0% | -5.3% | -14.7% | -19.6% |
| 6M | +3.4% | +41.1% | -37.7% | -6.4% |
| YTD | -5.7% | +36.9% | -42.6% | -14.4% |
| 1Y | -1.4% | +23.5% | -25.0% | -7.9% |
| 3Y | +97.9% | +19.6% | +78.3% | +78.1% |
| All | +97.9% | +19.7% | +78.2% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling