+1,682.5%
BMY vs HPQ
+3,014.3%
-1,331.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.1% |
| 7D | -4.8% | +1.3% | -6.1% | -5.0% |
| 30D | -0.7% | +8.7% | -9.4% | -2.1% |
| 3M | +15.3% | +31.5% | -16.1% | +10.0% |
| 6M | +8.5% | +76.0% | -67.5% | -1.9% |
| YTD | +23.4% | +49.5% | -26.1% | +14.4% |
| 1Y | +42.9% | +17.3% | +25.7% | +37.3% |
| 3Y | +22.0% | +24.4% | -2.4% | +14.1% |
| 5Y | +24.3% | +37.3% | -13.0% | +11.9% |
| 10Y | +64.6% | +223.0% | -158.4% | +24.0% |
| All | +1,682.5% | +3,014.3% | -1,331.8% | +590.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling