+332.7%
HPQ vs ALM
+7,705.7%
-7,373.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.2% |
| 7D | +6.9% | -2.6% | +9.6% | +7.0% |
| 30D | +14.4% | +32.0% | -17.6% | +14.3% |
| 3M | +25.6% | -15.0% | +40.7% | +25.6% |
| 6M | +75.0% | -10.1% | +85.2% | +75.0% |
| YTD | +50.7% | +99.4% | -48.7% | +50.3% |
| 1Y | +18.7% | +316.4% | -297.7% | +18.0% |
| 3Y | +21.5% | +2,022.0% | -2,000.5% | +20.2% |
| 5Y | +31.6% | +941.2% | -909.6% | +30.3% |
| 10Y | +216.1% | +2,950.3% | -2,734.3% | +211.8% |
| All | +332.7% | +7,705.7% | -7,373.1% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling