+31.6%
HD vs HPQ
+15.8%
+15.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +20.7% | -5.9% | +26.6% | +21.8% |
| 3M | +0.8% | -3.7% | +4.5% | +0.9% |
| 6M | +12.2% | +28.1% | -15.8% | +5.8% |
| YTD | +4.2% | +32.5% | -28.3% | -2.7% |
| 1Y | -2.6% | +18.1% | -20.7% | -6.8% |
| All | +31.6% | +15.8% | +15.8% | +21.4% |
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 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