+243.8%
HPQ vs ALB
+78.3%
+165.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.4% | +11.8% | +9.2% |
| 7D | +9.8% | -6.6% | +16.4% | +11.4% |
| 30D | +22.4% | -8.1% | +30.5% | +24.3% |
| 3M | +45.2% | -25.7% | +70.8% | +54.9% |
| 6M | +96.4% | -29.5% | +125.9% | +110.1% |
| YTD | +65.4% | -16.2% | +81.6% | +66.9% |
| 1Y | +31.6% | +59.2% | -27.7% | +9.5% |
| 3Y | +37.0% | -33.7% | +70.8% | +34.5% |
| 5Y | +53.0% | -48.1% | +101.1% | +53.7% |
| All | +243.8% | +78.3% | +165.6% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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