+213.9%
HPQ vs APA
-2.1%
+216.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.3% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +9.7% | +9.3% | +0.4% | +7.4% |
| 3M | +32.7% | +23.3% | +9.4% | +26.0% |
| 6M | +77.7% | +39.5% | +38.2% | +62.9% |
| YTD | +51.0% | +87.6% | -36.6% | +29.0% |
| 1Y | +18.4% | +114.2% | -95.8% | -2.5% |
| 3Y | +25.6% | +13.6% | +12.0% | +15.1% |
| 5Y | +38.6% | +175.6% | -137.0% | +0.6% |
| All | +213.9% | -2.1% | +216.0% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling