+19.7%
HPQ vs ALM
+2,327.9%
-2,308.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.8% | -13.3% | -4.6% |
| 7D | -0.5% | +8.4% | -8.9% | -0.6% |
| 30D | +3.7% | +34.8% | -31.1% | +3.1% |
| 3M | +24.3% | +16.2% | +8.1% | +23.9% |
| 6M | +64.8% | +2.1% | +62.6% | +63.9% |
| YTD | +43.9% | +117.0% | -73.1% | +39.8% |
| 1Y | +11.7% | +313.9% | -302.2% | +6.8% |
| 3Y | +19.7% | +2,327.9% | -2,308.3% | +9.6% |
| All | +19.7% | +2,327.9% | -2,308.3% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling