+19.7%
HPQ vs AA
+89.1%
-69.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.1% |
| 7D | -0.5% | +1.7% | -2.1% | -0.8% |
| 30D | +3.7% | +3.3% | +0.4% | +2.8% |
| 3M | +24.3% | -29.4% | +53.7% | +32.0% |
| 6M | +64.8% | -12.8% | +77.6% | +65.8% |
| YTD | +43.9% | -2.1% | +46.0% | +39.7% |
| 1Y | +11.7% | +62.8% | -51.1% | -5.5% |
| 3Y | +19.7% | +90.5% | -70.8% | -5.6% |
| All | +19.7% | +89.1% | -69.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling