-4.6%
HD vs HPQ
+18.6%
-23.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.7% | +6.0% |
| 7D | +11.9% | -7.8% | +19.7% | +12.4% |
| 30D | +26.4% | -4.9% | +31.3% | +26.7% |
| 3M | +2.8% | +4.9% | -2.0% | +2.4% |
| 6M | +15.5% | +47.1% | -31.6% | +12.3% |
| YTD | +5.5% | +39.5% | -34.0% | +3.3% |
| 1Y | -4.6% | +21.3% | -25.8% | -5.3% |
| All | -4.6% | +18.6% | -23.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling