+18.7%
HPQ vs AA
+63.2%
-44.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +14.4% | +5.0% | +9.5% | +13.9% |
| 3M | +25.6% | -35.8% | +61.4% | +29.0% |
| 6M | +75.0% | -18.4% | +93.4% | +76.4% |
| YTD | +50.7% | -5.5% | +56.2% | +48.4% |
| 1Y | +18.7% | +61.0% | -42.3% | +10.5% |
| All | +18.7% | +63.2% | -44.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling