+177.5%
HPQ vs AG
+255.2%
-77.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | +3.2% | -10.0% | +13.1% | +4.1% |
| 30D | -3.6% | -10.5% | +6.9% | -2.8% |
| 3M | -5.3% | -27.3% | +22.0% | -3.0% |
| 6M | +41.1% | -43.0% | +84.1% | +46.8% |
| YTD | +36.9% | -17.9% | +54.8% | +36.1% |
| 1Y | +23.5% | +11.9% | +11.6% | +19.1% |
| 3Y | +19.6% | +201.8% | -182.2% | +1.8% |
| 5Y | +11.4% | -0.1% | +11.5% | +2.2% |
| 10Y | +160.6% | +72.7% | +87.9% | +111.2% |
| All | +177.5% | +255.2% | -77.6% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling