+387.6%
EFA vs HPQ
+408.3%
-20.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.6% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | -1.3% | +9.7% | -11.1% | -4.4% |
| 3M | +5.2% | +32.7% | -27.5% | -4.4% |
| 6M | +9.4% | +77.7% | -68.4% | -10.5% |
| YTD | +12.7% | +51.0% | -38.3% | -3.3% |
| 1Y | +19.3% | +18.4% | +0.9% | +9.7% |
| 3Y | +66.3% | +25.6% | +40.8% | +45.4% |
| 5Y | +53.4% | +38.6% | +14.7% | +25.6% |
| 10Y | +144.4% | +226.1% | -81.7% | +40.7% |
| All | +387.6% | +408.3% | -20.8% | +118.4% |
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 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