+21.3%
HPQ vs APD
+36.4%
-15.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.9% |
| 7D | -7.8% | +3.8% | -11.6% | -7.8% |
| 30D | -4.9% | +14.1% | -19.0% | -4.8% |
| 3M | +4.9% | +8.2% | -3.3% | +5.1% |
| 6M | +47.1% | +7.5% | +39.5% | +48.3% |
| YTD | +39.5% | +31.7% | +7.9% | +35.5% |
| 1Y | +21.3% | +35.1% | -13.8% | +18.3% |
| All | +21.3% | +36.4% | -15.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling