+213.9%
HPQ vs ALM
+3,082.3%
-2,868.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.1% | +5.0% |
| 7D | +2.2% | +3.6% | -1.4% | +2.1% |
| 30D | +9.7% | +33.8% | -24.0% | +8.8% |
| 3M | +32.7% | +14.8% | +18.0% | +31.9% |
| 6M | +77.7% | -7.0% | +84.7% | +76.9% |
| YTD | +51.0% | +108.1% | -57.1% | +46.5% |
| 1Y | +18.4% | +313.8% | -295.4% | +12.5% |
| 3Y | +25.6% | +2,227.6% | -2,202.1% | +11.6% |
| 5Y | +38.6% | +956.6% | -918.0% | +25.1% |
| All | +213.9% | +3,082.3% | -2,868.4% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling