+217.2%
HPQ vs ALM
+2,776.7%
-2,559.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.7% | +1.3% |
| 7D | +3.5% | -7.1% | +10.6% | +3.6% |
| 30D | +13.7% | +24.7% | -11.0% | +12.9% |
| 3M | +33.9% | +8.3% | +25.6% | +33.2% |
| 6M | +80.9% | -22.2% | +103.1% | +80.9% |
| YTD | +52.6% | +88.1% | -35.5% | +48.4% |
| 1Y | +21.2% | +272.4% | -251.1% | +15.5% |
| 3Y | +26.9% | +2,004.1% | -1,977.2% | +13.0% |
| 5Y | +41.1% | +915.8% | -874.6% | +27.4% |
| All | +217.2% | +2,776.7% | -2,559.6% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling