+2,590.5%
HPQ vs APD
+6,445.2%
-3,854.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -3.2% | -1.2% | -2.1% | -2.8% |
| 30D | -3.0% | +11.0% | -14.1% | -7.3% |
| 3M | +0.6% | +2.6% | -2.0% | -0.7% |
| 6M | +36.6% | +4.8% | +31.8% | +32.6% |
| YTD | +35.0% | +31.0% | +4.0% | +18.3% |
| 1Y | +23.1% | +23.4% | -0.3% | +10.5% |
| 3Y | +18.6% | +28.4% | -9.7% | +2.7% |
| 5Y | +10.3% | +15.2% | -4.9% | -1.4% |
| 10Y | +157.1% | +190.7% | -33.6% | +54.8% |
| All | +2,590.5% | +6,445.2% | -3,854.7% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling