+151.9%
HPQ vs ALM
+1,942.8%
-1,791.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | -1.9% | -4.0% | +2.1% | -1.8% |
| 30D | -5.7% | -30.5% | +24.8% | -5.0% |
| 3M | -0.4% | -46.9% | +46.5% | +0.7% |
| 6M | +40.0% | -65.5% | +105.5% | +42.8% |
| YTD | +34.6% | -13.4% | +48.0% | +33.1% |
| 1Y | +20.4% | +9.8% | +10.6% | +18.0% |
| 3Y | +18.3% | +783.1% | -764.8% | +7.8% |
| 5Y | +9.6% | +378.3% | -368.7% | +0.5% |
| All | +151.9% | +1,942.8% | -1,791.0% | +124.6% |
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