+1,250.3%
EWY vs HPQ
+154.6%
+1,095.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -1.3% |
| 7D | +6.7% | +2.2% | +4.4% | +5.8% |
| 30D | +17.0% | +9.7% | +7.2% | +12.6% |
| 3M | +3.7% | +32.7% | -29.1% | -7.8% |
| 6M | +42.5% | +77.7% | -35.2% | +12.4% |
| YTD | +96.2% | +51.0% | +45.2% | +63.2% |
| 1Y | +160.4% | +18.4% | +142.0% | +134.7% |
| 3Y | +231.7% | +25.6% | +206.1% | +182.6% |
| 5Y | +153.3% | +38.6% | +114.6% | +100.4% |
| 10Y | +308.8% | +226.1% | +82.7% | +117.5% |
| All | +1,250.3% | +154.6% | +1,095.7% | +484.5% |
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