+243.8%
HPQ vs AGI
+392.3%
-148.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.4% |
| 7D | +9.8% | -2.7% | +12.5% | +9.9% |
| 30D | +22.4% | +7.2% | +15.1% | +21.9% |
| 3M | +45.2% | +4.3% | +40.9% | +44.7% |
| 6M | +96.4% | -27.1% | +123.5% | +98.4% |
| YTD | +65.4% | -6.6% | +72.0% | +64.9% |
| 1Y | +31.6% | +9.5% | +22.1% | +30.0% |
| 3Y | +37.0% | +208.4% | -171.4% | +28.1% |
| 5Y | +53.0% | +401.6% | -348.6% | +40.0% |
| All | +243.8% | +392.3% | -148.5% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling