+21.3%
HPQ vs ALC
+4.2%
+17.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.8% | -1.0% | +5.0% |
| 7D | -7.8% | +10.7% | -18.5% | -8.8% |
| 30D | -4.9% | +20.2% | -25.1% | -6.4% |
| 3M | +4.9% | +8.9% | -4.0% | +4.0% |
| 6M | +47.1% | +5.7% | +41.3% | +45.8% |
| YTD | +39.5% | -1.4% | +40.9% | +38.4% |
| 1Y | +21.3% | +4.7% | +16.5% | +16.9% |
| All | +21.3% | +4.2% | +17.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling