+217.2%
HPQ vs APA
-2.8%
+220.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +13.7% | +9.6% | +4.1% | +11.2% |
| 3M | +33.9% | +18.0% | +15.8% | +28.3% |
| 6M | +80.9% | +41.9% | +39.0% | +65.2% |
| YTD | +52.6% | +86.3% | -33.7% | +30.6% |
| 1Y | +21.2% | +97.9% | -76.6% | +1.7% |
| 3Y | +26.9% | +12.8% | +14.1% | +16.5% |
| 5Y | +41.1% | +177.2% | -136.1% | +2.3% |
| All | +217.2% | -2.8% | +220.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling