+649.3%
HPQ vs AGI
+5,453.2%
-4,803.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.9% |
| 7D | +2.2% | +2.2% | 0.0% | +2.1% |
| 30D | +9.7% | +11.3% | -1.5% | +9.1% |
| 3M | +32.7% | +5.6% | +27.1% | +32.1% |
| 6M | +77.7% | -27.7% | +105.4% | +79.7% |
| YTD | +51.0% | -4.1% | +55.1% | +50.3% |
| 1Y | +18.4% | +13.8% | +4.6% | +16.7% |
| 3Y | +25.6% | +217.0% | -191.5% | +17.1% |
| 5Y | +38.6% | +404.3% | -365.7% | +25.8% |
| 10Y | +226.1% | +400.5% | -174.4% | +188.3% |
| All | +649.3% | +5,453.2% | -4,803.8% | +550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling