+243.8%
HPQ vs AG
+68.4%
+175.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.9% | +11.3% | +8.6% |
| 7D | +9.8% | -6.7% | +16.5% | +10.4% |
| 30D | +22.4% | +2.2% | +20.2% | +21.9% |
| 3M | +45.2% | +15.7% | +29.5% | +42.7% |
| 6M | +96.4% | -23.8% | +120.2% | +98.9% |
| YTD | +65.4% | +17.6% | +47.8% | +59.7% |
| 1Y | +31.6% | +88.6% | -57.1% | +20.9% |
| 3Y | +37.0% | +253.4% | -216.4% | +15.0% |
| 5Y | +53.0% | +62.4% | -9.4% | +34.5% |
| All | +243.8% | +68.4% | +175.5% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling