+243.8%
HPQ vs ALNY
+260.0%
-16.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.4% |
| 7D | +9.8% | -6.5% | +16.3% | +10.6% |
| 30D | +22.4% | +11.0% | +11.3% | +20.9% |
| 3M | +45.2% | -14.1% | +59.2% | +46.6% |
| 6M | +96.4% | -22.4% | +118.8% | +100.2% |
| YTD | +65.4% | -37.5% | +102.9% | +72.2% |
| 1Y | +31.6% | -46.9% | +78.5% | +39.2% |
| 3Y | +37.0% | +22.1% | +15.0% | +29.6% |
| 5Y | +53.0% | +31.2% | +21.8% | +40.1% |
| All | +243.8% | +260.0% | -16.2% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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