-15.8%
F vs HPQ
+7.7%
-23.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.6% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +2.6% | -11.7% | +14.4% | +7.0% |
| 3M | -8.8% | +2.0% | -10.8% | -11.5% |
| 6M | +4.6% | +35.9% | -31.2% | -11.9% |
| YTD | -1.9% | +32.7% | -34.6% | -17.2% |
| 1Y | -0.8% | +14.3% | -15.1% | -10.5% |
| 3Y | +43.5% | +17.8% | +25.6% | +18.7% |
| All | -15.8% | +7.7% | -23.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling