+7.4%
GOOG vs HPQ
+75.5%
-68.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.6% |
| 30D | -7.7% | +9.7% | -17.4% | -7.9% |
| 3M | -9.3% | +32.7% | -42.0% | -9.8% |
| 6M | +7.4% | +77.7% | -70.3% | +7.9% |
| All | +7.4% | +75.5% | -68.0% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling