+156.1%
HPQ vs A
+302.9%
-146.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.4% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -5.3% | +16.7% | -22.0% | -12.5% |
| 6M | +41.1% | +54.8% | -13.7% | +12.4% |
| YTD | +36.9% | +28.8% | +8.1% | +18.6% |
| 1Y | +23.5% | +19.3% | +4.2% | +11.3% |
| 3Y | +19.6% | +65.5% | -45.9% | -13.0% |
| 5Y | +11.4% | +12.1% | -0.7% | -2.4% |
| All | +156.1% | +302.9% | -146.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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