+10.3%
HPQ vs AA
-11.0%
+21.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.3% |
| 7D | -3.2% | +1.1% | -4.4% | -3.6% |
| 30D | -3.0% | -1.3% | -1.8% | -3.0% |
| 3M | +0.6% | -23.9% | +24.5% | +6.0% |
| 6M | +36.6% | -36.8% | +73.4% | +48.7% |
| YTD | +35.0% | -22.2% | +57.2% | +37.1% |
| 1Y | +23.1% | +10.4% | +12.7% | +13.9% |
| 3Y | +18.6% | +72.0% | -53.4% | -7.0% |
| 5Y | +10.3% | -15.6% | +26.0% | -2.6% |
| All | +10.3% | -11.0% | +21.3% | -2.6% |
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 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