+21.3%
HPQ vs AGI
-1.1%
+22.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.8% | -4.9% | +5.5% |
| 7D | -7.8% | -5.3% | -2.5% | -8.0% |
| 30D | -4.9% | -7.1% | +2.3% | -5.1% |
| 3M | +4.9% | +4.4% | +0.4% | +4.2% |
| 6M | +47.1% | -23.0% | +70.1% | +47.0% |
| YTD | +39.5% | -22.0% | +61.5% | +34.8% |
| 1Y | +21.3% | +0.3% | +21.0% | +15.3% |
| All | +21.3% | -1.1% | +22.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling