+1,045.8%
C vs HPQ
+2,711.5%
-1,665.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | -5.3% | -3.0% | -2.3% | -4.8% |
| 3M | -8.0% | +0.6% | -8.6% | -9.8% |
| 6M | -0.3% | +36.6% | -36.8% | -15.1% |
| YTD | +8.6% | +35.0% | -26.4% | -8.2% |
| 1Y | +25.8% | +23.1% | +2.7% | +9.8% |
| 3Y | +221.2% | +18.6% | +202.5% | +176.0% |
| 5Y | +113.6% | +10.3% | +103.2% | +83.1% |
| 10Y | +218.3% | +157.1% | +61.3% | +91.8% |
| All | +1,045.8% | +2,711.5% | -1,665.7% | +182.7% |
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