+36.2%
HPQ vs ALC
-16.0%
+52.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | +6.9% | -2.1% | +9.0% | +7.8% |
| 30D | +14.4% | -0.1% | +14.5% | +14.3% |
| 3M | +25.6% | +5.9% | +19.7% | +22.4% |
| 6M | +75.0% | -15.9% | +91.0% | +85.7% |
| YTD | +50.7% | -10.1% | +60.8% | +55.0% |
| 1Y | +18.7% | -10.2% | +28.9% | +21.8% |
| 3Y | +21.5% | -13.6% | +35.1% | +24.6% |
| All | +36.2% | -16.0% | +52.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling