+38.6%
HPQ vs AA
+15.6%
+23.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.3% |
| 7D | +2.2% | -0.6% | +2.9% | +2.3% |
| 30D | +9.7% | -1.6% | +11.3% | +9.7% |
| 3M | +32.7% | -29.8% | +62.5% | +42.1% |
| 6M | +77.7% | -16.6% | +94.3% | +80.9% |
| YTD | +51.0% | -4.0% | +55.0% | +47.2% |
| 1Y | +18.4% | +63.5% | -45.1% | -0.1% |
| 3Y | +25.6% | +86.8% | -61.2% | -2.3% |
| 5Y | +38.6% | +12.4% | +26.3% | +15.5% |
| All | +38.6% | +15.6% | +23.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling