+73.1%
BAC vs HPQ
+39.0%
+34.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.9% |
| 7D | +0.6% | +2.2% | -1.6% | -0.1% |
| 30D | -1.4% | +9.7% | -11.1% | -4.3% |
| 3M | +15.7% | +32.7% | -17.0% | +5.6% |
| 6M | +32.2% | +77.7% | -45.5% | +7.6% |
| YTD | +15.8% | +51.0% | -35.2% | -0.5% |
| 1Y | +27.3% | +18.4% | +8.9% | +18.5% |
| 3Y | +137.5% | +25.6% | +111.9% | +106.8% |
| 5Y | +73.1% | +38.6% | +34.4% | +42.4% |
| All | +73.1% | +39.0% | +34.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling