+248.6%
HD vs HPQ
+160.1%
+88.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.4% |
| 7D | +1.5% | +3.2% | -1.6% | +0.5% |
| 30D | +18.0% | -3.6% | +21.6% | +19.0% |
| 3M | +2.8% | -5.3% | +8.1% | +3.5% |
| 6M | +17.0% | +41.1% | -24.2% | +1.5% |
| YTD | +3.5% | +36.9% | -33.3% | -10.1% |
| 1Y | -2.6% | +23.5% | -26.1% | -12.5% |
| 3Y | +30.7% | +19.6% | +11.1% | +13.6% |
| 5Y | +6.2% | +11.4% | -5.2% | -8.1% |
| All | +248.6% | +160.1% | +88.4% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling