+31,139.8%
HD vs HPQ
+3,038.3%
+28,101.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -2.1% | +6.9% | -9.0% | -3.9% |
| 30D | -8.4% | +14.4% | -22.9% | -12.1% |
| 3M | +4.3% | +25.6% | -21.3% | -2.8% |
| 6M | -11.1% | +75.0% | -86.2% | -25.7% |
| YTD | -4.7% | +50.7% | -55.4% | -17.0% |
| 1Y | -19.8% | +18.7% | -38.5% | -25.7% |
| 3Y | +4.1% | +21.5% | -17.4% | -6.6% |
| 5Y | +10.3% | +31.6% | -21.3% | -5.2% |
| 10Y | +203.2% | +216.1% | -12.9% | +97.0% |
| All | +31,139.8% | +3,038.3% | +28,101.5% | +6,855.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling