+21.3%
HPQ vs ADSK
-10.6%
+31.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.0% | -1.2% | +4.1% |
| 7D | -7.8% | +11.4% | -19.2% | -10.2% |
| 30D | -4.9% | +21.9% | -26.8% | -9.3% |
| 3M | +4.9% | +13.9% | -9.0% | +1.0% |
| 6M | +47.1% | +9.1% | +38.0% | +43.4% |
| YTD | +39.5% | -8.8% | +48.3% | +39.7% |
| 1Y | +21.3% | -10.2% | +31.5% | +23.6% |
| All | +21.3% | -10.6% | +31.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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