+615.0%
F vs HPQ
+3,038.3%
-2,423.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +0.7% |
| 7D | +5.3% | +6.9% | -1.6% | +3.0% |
| 30D | +4.6% | +14.4% | -9.9% | -0.3% |
| 3M | -3.7% | +25.6% | -29.3% | -11.2% |
| 6M | +16.8% | +75.0% | -58.2% | -4.5% |
| YTD | +15.3% | +50.7% | -35.4% | -1.3% |
| 1Y | +31.0% | +18.7% | +12.4% | +20.6% |
| 3Y | +45.4% | +21.5% | +23.9% | +30.2% |
| 5Y | +54.7% | +31.6% | +23.1% | +34.4% |
| 10Y | +98.2% | +216.1% | -117.8% | +27.4% |
| All | +615.0% | +3,038.3% | -2,423.3% | +119.4% |
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