+142.8%
EFA vs HPQ
+259.7%
-117.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | -1.1% |
| 7D | -1.5% | +9.8% | -11.3% | -3.9% |
| 30D | -1.7% | +22.4% | -24.0% | -6.8% |
| 3M | +3.5% | +45.2% | -41.7% | -6.5% |
| 6M | +9.5% | +96.4% | -87.0% | -10.0% |
| YTD | +12.9% | +65.4% | -52.5% | -3.0% |
| 1Y | +18.2% | +31.6% | -13.4% | +7.7% |
| 3Y | +64.8% | +37.0% | +27.8% | +43.8% |
| 5Y | +53.9% | +53.0% | +0.9% | +25.9% |
| All | +142.8% | +259.7% | -117.0% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling