+256.9%
HL vs HPQ
+259.7%
-2.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -4.1% |
| 7D | -4.4% | +9.8% | -14.1% | -7.6% |
| 30D | +9.3% | +22.4% | -13.0% | +1.1% |
| 3M | +32.0% | +45.2% | -13.2% | +13.9% |
| 6M | -6.4% | +96.4% | -102.9% | -29.6% |
| YTD | +3.1% | +65.4% | -62.3% | -17.1% |
| 1Y | +77.6% | +31.6% | +46.0% | +55.1% |
| 3Y | +392.8% | +37.0% | +355.8% | +306.8% |
| 5Y | +234.1% | +53.0% | +181.1% | +155.0% |
| All | +256.9% | +259.7% | -2.8% | +76.9% |
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