+2,903.2%
HPQ vs AA
+295.2%
+2,608.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.8% |
| 7D | +6.9% | -0.7% | +7.6% | +7.2% |
| 30D | +14.4% | +5.0% | +9.5% | +12.4% |
| 3M | +25.6% | -35.8% | +61.4% | +41.0% |
| 6M | +75.0% | -18.4% | +93.4% | +80.4% |
| YTD | +50.7% | -5.5% | +56.2% | +46.9% |
| 1Y | +18.7% | +61.0% | -42.3% | -2.7% |
| 3Y | +21.5% | +66.2% | -44.7% | -7.2% |
| 5Y | +31.6% | +11.4% | +20.2% | +3.8% |
| 10Y | +216.1% | +116.9% | +99.2% | +67.1% |
| All | +2,903.2% | +295.2% | +2,608.1% | +785.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling