+2,768.0%
HPQ vs AEM
+3,487.5%
-719.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.5% |
| 7D | -0.5% | +4.3% | -4.8% | -0.6% |
| 30D | +3.7% | +13.1% | -9.4% | +3.3% |
| 3M | +24.3% | +24.8% | -0.5% | +23.4% |
| 6M | +64.8% | -8.2% | +73.0% | +64.8% |
| YTD | +43.9% | +19.8% | +24.1% | +42.7% |
| 1Y | +11.7% | +32.1% | -20.4% | +10.3% |
| 3Y | +19.7% | +348.2% | -328.5% | +13.7% |
| 5Y | +32.2% | +297.5% | -265.2% | +25.6% |
| 10Y | +198.9% | +343.3% | -144.4% | +181.2% |
| All | +2,768.0% | +3,487.5% | -719.5% | +3,076.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling