+506.4%
F vs HPQ
+2,711.5%
-2,205.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.1% |
| 30D | +3.3% | -3.0% | +6.4% | +3.8% |
| 3M | -11.3% | +0.6% | -11.9% | -12.6% |
| 6M | +5.3% | +36.6% | -31.3% | -7.0% |
| YTD | -2.2% | +35.0% | -37.2% | -14.1% |
| 1Y | -3.5% | +23.1% | -26.6% | -12.9% |
| 3Y | +49.5% | +18.6% | +30.9% | +33.6% |
| 5Y | -13.5% | +10.3% | -23.9% | -21.2% |
| 10Y | +69.0% | +157.1% | -88.0% | +14.8% |
| All | +506.4% | +2,711.5% | -2,205.2% | +91.0% |
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