+116.1%
HPQ vs ALC
+24.0%
+92.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | +6.9% | -2.1% | +9.0% | +7.9% |
| 30D | +14.4% | -0.1% | +14.5% | +14.3% |
| 3M | +25.6% | +5.9% | +19.7% | +22.1% |
| 6M | +75.0% | -15.9% | +91.0% | +86.5% |
| YTD | +50.7% | -10.1% | +60.8% | +55.3% |
| 1Y | +18.7% | -10.2% | +28.9% | +22.0% |
| 3Y | +21.5% | -13.6% | +35.1% | +24.5% |
| 5Y | +31.6% | -15.1% | +46.7% | +33.2% |
| All | +116.1% | +24.0% | +92.0% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling