+32.1%
HPQ vs ALB
-42.2%
+74.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.0% |
| 7D | -0.5% | -4.4% | +3.9% | +0.4% |
| 30D | +3.7% | -1.2% | +4.9% | +3.7% |
| 3M | +24.3% | -13.3% | +37.6% | +27.2% |
| 6M | +64.8% | -19.8% | +84.5% | +70.0% |
| YTD | +43.9% | -7.9% | +51.8% | +42.4% |
| 1Y | +11.7% | +60.2% | -48.5% | -4.8% |
| 3Y | +19.7% | -26.4% | +46.1% | +15.5% |
| All | +32.1% | -42.2% | +74.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling