+18.4%
HPQ vs APD
+5.1%
+13.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.0% |
| 7D | +2.2% | -4.6% | +6.8% | +2.6% |
| 30D | +9.7% | -4.2% | +13.9% | +10.1% |
| 3M | +32.7% | +5.0% | +27.7% | +32.1% |
| 6M | +77.7% | +8.9% | +68.8% | +74.7% |
| YTD | +51.0% | +21.9% | +29.1% | +43.7% |
| 1Y | +18.4% | +5.6% | +12.8% | +22.9% |
| All | +18.4% | +5.1% | +13.3% | +22.9% |
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