+76.0%
HPQ vs AFL
+5.3%
+70.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | +8.7% | -5.4% | +14.1% | +9.9% |
| 3M | +31.5% | -0.3% | +31.7% | +33.8% |
| 6M | +76.0% | +5.2% | +70.8% | +75.9% |
| All | +76.0% | +5.3% | +70.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 6mo: compounded portfolio wealth divided by compounded AFL 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…
6mo analysis · Full analysis span regression · 6 months rolling