+34,054.1%
HD vs HPQ
+2,659.1%
+31,395.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +20.7% | -5.9% | +26.6% | +22.5% |
| 3M | +0.8% | -3.7% | +4.5% | +0.9% |
| 6M | +12.2% | +28.1% | -15.8% | +2.3% |
| YTD | +4.2% | +32.5% | -28.3% | -6.6% |
| 1Y | -2.6% | +18.1% | -20.7% | -10.0% |
| 3Y | +30.0% | +16.4% | +13.6% | +17.3% |
| 5Y | +8.1% | +8.9% | -0.8% | -2.4% |
| 10Y | +247.2% | +157.6% | +89.5% | +137.1% |
| All | +34,054.1% | +2,659.1% | +31,395.0% | +7,726.8% |
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