+31.6%
HPQ vs ADSK
-34.7%
+66.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | -2.5% | +12.3% | +10.6% |
| 30D | +22.4% | -14.9% | +37.2% | +27.5% |
| 3M | +45.2% | +3.3% | +41.8% | +41.8% |
| 6M | +96.4% | -15.7% | +112.1% | +104.5% |
| YTD | +65.4% | -28.2% | +93.6% | +81.4% |
| 1Y | +31.6% | -34.5% | +66.1% | +49.0% |
| All | +31.6% | -34.7% | +66.3% | +49.0% |
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