+254.3%
HPQ vs A
+457.0%
-202.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +6.9% | -1.9% | +8.9% | +7.7% |
| 30D | +14.4% | +6.9% | +7.5% | +11.4% |
| 3M | +25.6% | +9.2% | +16.4% | +20.8% |
| 6M | +75.0% | +25.7% | +49.4% | +57.3% |
| YTD | +50.7% | +11.5% | +39.2% | +41.7% |
| 1Y | +18.7% | +18.4% | +0.3% | +8.7% |
| 3Y | +21.5% | +26.6% | -5.1% | +5.9% |
| 5Y | +31.6% | -12.8% | +44.4% | +31.0% |
| 10Y | +216.1% | +247.2% | -31.1% | +81.3% |
| All | +254.3% | +457.0% | -202.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling