+591.2%
HPQ vs AGG
+96.0%
+495.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -1.1% | +10.8% | +9.5% |
| 30D | +22.4% | -1.1% | +23.5% | +22.0% |
| 3M | +45.2% | -1.9% | +47.1% | +44.5% |
| 6M | +96.4% | -1.7% | +98.1% | +95.6% |
| YTD | +65.4% | -1.3% | +66.7% | +64.9% |
| 1Y | +31.6% | -0.7% | +32.3% | +31.4% |
| 3Y | +37.0% | +12.5% | +24.6% | +41.1% |
| 5Y | +53.0% | -2.5% | +55.5% | +46.8% |
| 10Y | +257.2% | +14.2% | +243.0% | +280.5% |
| All | +591.2% | +96.0% | +495.2% | +956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling