+717.5%
HPE vs HPQ
+264.2%
+453.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +2.2% |
| 7D | +13.6% | +2.2% | +11.4% | +11.8% |
| 30D | +7.7% | +9.7% | -2.0% | +1.0% |
| 3M | +22.4% | +32.7% | -10.4% | +0.9% |
| 6M | +172.6% | +77.7% | +94.9% | +84.6% |
| YTD | +147.5% | +51.0% | +96.5% | +85.2% |
| 1Y | +151.8% | +18.4% | +133.4% | +118.0% |
| 3Y | +267.1% | +25.6% | +241.5% | +199.4% |
| 5Y | +362.8% | +38.6% | +324.1% | +245.9% |
| 10Y | +540.2% | +226.1% | +314.0% | +196.9% |
| All | +717.5% | +264.2% | +453.2% | +237.4% |
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 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