+18.7%
HPQ vs AG
+125.2%
-106.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.3% |
| 7D | +6.9% | +1.0% | +5.9% | +6.9% |
| 30D | +14.4% | +19.2% | -4.7% | +13.5% |
| 3M | +25.6% | +6.2% | +19.5% | +25.2% |
| 6M | +75.0% | -26.7% | +101.7% | +78.4% |
| YTD | +50.7% | +26.1% | +24.6% | +44.3% |
| 1Y | +18.7% | +131.7% | -113.0% | +9.0% |
| All | +18.7% | +125.2% | -106.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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