+536.0%
HPQ vs ALNY
+3,976.7%
-3,440.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.3% |
| 7D | +9.8% | -6.5% | +16.3% | +10.6% |
| 30D | +22.4% | +11.0% | +11.3% | +20.8% |
| 3M | +45.2% | -14.1% | +59.2% | +46.7% |
| 6M | +96.4% | -22.4% | +118.8% | +100.5% |
| YTD | +65.4% | -37.5% | +102.9% | +72.8% |
| 1Y | +31.6% | -46.9% | +78.5% | +39.9% |
| 3Y | +37.0% | +22.1% | +15.0% | +29.1% |
| 5Y | +53.0% | +31.2% | +21.8% | +38.9% |
| 10Y | +257.2% | +256.3% | +0.9% | +165.4% |
| All | +536.0% | +3,976.7% | -3,440.7% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling