+10.3%
HPQ vs ALC
-10.6%
+20.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | -3.2% | -6.3% | +3.0% | -0.9% |
| 30D | -3.0% | +12.6% | -15.6% | -7.3% |
| 3M | +0.6% | -3.8% | +4.4% | +1.9% |
| 6M | +36.6% | +16.8% | +19.7% | +27.7% |
| YTD | +35.0% | -7.6% | +42.6% | +37.3% |
| 1Y | +23.1% | -5.9% | +28.9% | +24.0% |
| 3Y | +18.6% | +0.6% | +18.1% | +13.2% |
| 5Y | +10.3% | -9.5% | +19.8% | +10.2% |
| All | +10.3% | -10.6% | +20.9% | +10.2% |
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