+3.1%
HD vs HPQ
+19.9%
-16.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -11.1% | +3.7% | -14.9% | -11.8% |
| 3M | +2.0% | +24.3% | -22.3% | -2.0% |
| 6M | -10.5% | +64.8% | -75.2% | -19.8% |
| YTD | -6.9% | +43.9% | -50.8% | -14.0% |
| 1Y | -23.2% | +11.7% | -34.8% | -24.9% |
| 3Y | +3.1% | +19.7% | -16.6% | -10.7% |
| All | +3.1% | +19.9% | -16.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling