+19,880.0%
ETN vs HPQ
+3,077.5%
+16,802.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | +3.0% | +3.5% | -0.5% | +1.9% |
| 30D | -10.9% | +13.7% | -24.6% | -14.4% |
| 3M | +9.2% | +33.9% | -24.6% | -0.6% |
| 6M | +13.9% | +80.9% | -67.0% | -6.0% |
| YTD | +29.5% | +52.6% | -23.0% | +11.9% |
| 1Y | +14.2% | +21.2% | -7.0% | +4.8% |
| 3Y | +79.9% | +26.9% | +53.0% | +60.3% |
| 5Y | +175.7% | +41.1% | +134.5% | +134.1% |
| 10Y | +693.2% | +229.6% | +463.7% | +426.4% |
| All | +19,880.0% | +3,077.5% | +16,802.5% | +8,613.2% |
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