+19.7%
HPQ vs AG
+272.3%
-252.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -0.5% | +4.5% | -5.0% | -0.7% |
| 30D | +3.7% | +12.9% | -9.1% | +2.8% |
| 3M | +24.3% | +20.9% | +3.4% | +22.4% |
| 6M | +64.8% | -19.5% | +84.3% | +66.2% |
| YTD | +43.9% | +24.8% | +19.1% | +38.9% |
| 1Y | +11.7% | +120.2% | -108.6% | +2.4% |
| 3Y | +19.7% | +279.0% | -259.3% | +0.5% |
| All | +19.7% | +272.3% | -252.6% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling