+37.0%
HPQ vs AGG
+12.5%
+24.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -1.1% | +10.8% | +10.3% |
| 30D | +22.4% | -1.1% | +23.5% | +23.0% |
| 3M | +45.2% | -1.9% | +47.1% | +46.3% |
| 6M | +96.4% | -1.7% | +98.1% | +97.8% |
| YTD | +65.4% | -1.3% | +66.7% | +66.4% |
| 1Y | +31.6% | -0.7% | +32.3% | +32.1% |
| 3Y | +37.0% | +12.5% | +24.6% | +26.0% |
| All | +37.0% | +12.5% | +24.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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