+2,627.7%
HPQ vs APA
+942.5%
+1,685.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.3% |
| 7D | +3.2% | +8.5% | -5.4% | +1.4% |
| 30D | -3.6% | +2.8% | -6.4% | -4.5% |
| 3M | -5.3% | +21.7% | -27.0% | -9.7% |
| 6M | +41.1% | +32.6% | +8.5% | +31.5% |
| YTD | +36.9% | +103.7% | -66.8% | +15.2% |
| 1Y | +23.5% | +101.8% | -78.3% | +4.0% |
| 3Y | +19.6% | +48.1% | -28.5% | +4.2% |
| 5Y | +11.4% | +91.9% | -80.5% | -11.7% |
| 10Y | +160.6% | +8.4% | +152.3% | +88.1% |
| All | +2,627.7% | +942.5% | +1,685.2% | +1,378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling