+1,471.6%
HPQ vs ALB
+2,835.3%
-1,363.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.7% | +3.5% |
| 7D | +6.9% | -8.1% | +15.0% | +9.4% |
| 30D | +14.4% | +6.3% | +8.2% | +12.1% |
| 3M | +25.6% | -23.6% | +49.2% | +34.2% |
| 6M | +75.0% | -24.6% | +99.7% | +85.7% |
| YTD | +50.7% | -10.3% | +61.0% | +49.8% |
| 1Y | +18.7% | +61.5% | -42.8% | -3.1% |
| 3Y | +21.5% | -34.0% | +55.5% | +19.0% |
| 5Y | +31.6% | -44.6% | +76.2% | +29.1% |
| 10Y | +216.1% | +76.1% | +140.0% | +95.4% |
| All | +1,471.6% | +2,835.3% | -1,363.7% | +367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling