+32.2%
HPQ vs APD
+26.2%
+6.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.0% |
| 7D | -0.5% | -2.5% | +2.0% | +0.5% |
| 30D | +3.7% | -1.9% | +5.6% | +4.5% |
| 3M | +24.3% | +8.2% | +16.1% | +19.6% |
| 6M | +64.8% | +10.7% | +54.0% | +56.2% |
| YTD | +43.9% | +22.9% | +21.0% | +29.6% |
| 1Y | +11.7% | +5.8% | +5.9% | +7.5% |
| 3Y | +19.7% | +7.8% | +11.9% | +12.7% |
| 5Y | +32.2% | +26.1% | +6.1% | +5.2% |
| All | +32.2% | +26.2% | +6.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling