+22.6%
BAC vs HPQ
+11.1%
+11.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +3.2% | +3.2% | +0.1% | +2.3% |
| 30D | -0.7% | -3.6% | +2.9% | 0.0% |
| 3M | -20.0% | -5.3% | -14.7% | -19.5% |
| 6M | +3.4% | +41.1% | -37.7% | -9.4% |
| YTD | -5.7% | +36.9% | -42.6% | -17.2% |
| 1Y | -1.4% | +23.5% | -25.0% | -10.6% |
| 3Y | +97.9% | +19.6% | +78.3% | +72.5% |
| All | +22.6% | +11.1% | +11.5% | +9.0% |
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