+151.9%
HPQ vs ALL
+376.2%
-224.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -5.7% | +12.8% | -18.5% | -11.0% |
| 3M | -0.4% | +4.7% | -5.1% | -2.7% |
| 6M | +40.0% | +24.9% | +15.1% | +25.2% |
| YTD | +34.6% | +30.0% | +4.6% | +17.3% |
| 1Y | +20.4% | +29.9% | -9.5% | +4.9% |
| 3Y | +18.3% | +117.5% | -99.2% | -24.8% |
| 5Y | +9.6% | +161.7% | -152.1% | -40.3% |
| All | +151.9% | +376.2% | -224.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling