+18.3%
HPQ vs APD
+27.3%
-9.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.3% |
| 7D | -0.6% | -1.6% | +0.9% | -0.2% |
| 30D | -6.5% | +10.6% | -17.1% | -9.2% |
| 3M | -5.1% | +2.5% | -7.6% | -5.8% |
| 6M | +27.3% | +6.0% | +21.3% | +24.5% |
| YTD | +31.7% | +28.4% | +3.2% | +19.0% |
| 1Y | +13.0% | +22.2% | -9.2% | +4.0% |
| 3Y | +18.3% | +26.6% | -8.3% | +10.7% |
| All | +18.3% | +27.3% | -9.0% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling