+18.7%
HPQ vs AEM
+40.5%
-21.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | +6.9% | -0.5% | +7.5% | +7.0% |
| 30D | +14.4% | +24.0% | -9.6% | +13.9% |
| 3M | +25.6% | +16.1% | +9.5% | +25.5% |
| 6M | +75.0% | -11.6% | +86.7% | +76.3% |
| YTD | +50.7% | +21.5% | +29.1% | +46.2% |
| 1Y | +18.7% | +39.2% | -20.5% | +5.7% |
| All | +18.7% | +40.5% | -21.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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