+512.3%
F vs HPQ
+2,642.6%
-2,130.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +2.9% | -6.5% | +9.3% | +4.6% |
| 3M | -9.5% | -5.1% | -4.4% | -9.1% |
| 6M | +4.0% | +27.3% | -23.3% | -6.0% |
| YTD | -1.3% | +31.7% | -33.0% | -12.5% |
| 1Y | -1.9% | +13.0% | -14.9% | -8.9% |
| 3Y | +53.5% | +18.3% | +35.2% | +37.2% |
| 5Y | -15.1% | +7.4% | -22.5% | -22.0% |
| 10Y | +81.0% | +154.8% | -73.8% | +23.3% |
| All | +512.3% | +2,642.6% | -2,130.3% | +94.4% |
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