+37.3%
HPQ vs APA
+177.1%
-139.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +1.0% | +3.2% |
| 7D | +1.3% | +0.3% | +0.9% | +1.1% |
| 30D | +8.7% | +9.3% | -0.6% | +6.2% |
| 3M | +31.5% | +23.3% | +8.1% | +24.2% |
| 6M | +76.0% | +39.5% | +36.5% | +59.7% |
| YTD | +49.5% | +87.6% | -38.1% | +25.4% |
| 1Y | +17.3% | +114.2% | -97.0% | -5.7% |
| 3Y | +24.4% | +13.6% | +10.8% | +11.0% |
| 5Y | +37.3% | +175.6% | -138.3% | -7.4% |
| All | +37.3% | +177.1% | -139.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling