+84.1%
F vs HPQ
+216.0%
-131.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.9% | -8.9% | -6.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.9% |
| 30D | -2.9% | +9.7% | -12.6% | -7.3% |
| 3M | -9.1% | +32.7% | -41.8% | -20.8% |
| 6M | +12.9% | +77.7% | -64.8% | -15.4% |
| YTD | +6.1% | +51.0% | -44.9% | -14.7% |
| 1Y | +22.5% | +18.4% | +4.1% | +9.4% |
| 3Y | +32.1% | +25.6% | +6.5% | +9.9% |
| 5Y | +43.7% | +38.6% | +5.1% | +12.6% |
| 10Y | +84.1% | +226.1% | -142.0% | -2.6% |
| All | +84.1% | +216.0% | -131.9% | -2.6% |
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