+38.6%
HPQ vs ALL
+115.1%
-76.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +2.2% | -2.2% | +4.5% | +2.9% |
| 30D | +9.7% | -5.6% | +15.3% | +11.5% |
| 3M | +32.7% | +17.2% | +15.5% | +27.1% |
| 6M | +77.7% | +23.2% | +54.5% | +67.5% |
| YTD | +51.0% | +23.6% | +27.4% | +41.8% |
| 1Y | +18.4% | +29.2% | -10.8% | +9.7% |
| 3Y | +25.6% | +153.8% | -128.3% | -9.9% |
| 5Y | +38.6% | +116.1% | -77.4% | +4.5% |
| All | +38.6% | +115.1% | -76.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling