+39.7%
HPQ vs AEM
+306.0%
-266.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.9% |
| 7D | +2.2% | +3.0% | -0.8% | +2.0% |
| 30D | +9.7% | +12.5% | -2.7% | +8.5% |
| 3M | +32.7% | +26.9% | +5.8% | +29.8% |
| 6M | +77.7% | -9.4% | +87.2% | +78.6% |
| YTD | +51.0% | +20.3% | +30.7% | +46.8% |
| 1Y | +18.4% | +33.8% | -15.4% | +13.4% |
| 3Y | +25.6% | +349.8% | -324.2% | +0.6% |
| All | +39.7% | +306.0% | -266.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling