+2,903.2%
HPQ vs APD
+6,115.6%
-3,212.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +6.9% | -2.2% | +9.2% | +7.9% |
| 30D | +14.4% | +2.1% | +12.4% | +13.4% |
| 3M | +25.6% | +7.2% | +18.4% | +21.1% |
| 6M | +75.0% | +11.2% | +63.8% | +65.5% |
| YTD | +50.7% | +24.4% | +26.3% | +35.2% |
| 1Y | +18.7% | +6.7% | +12.0% | +13.2% |
| 3Y | +21.5% | +9.2% | +12.3% | +12.3% |
| 5Y | +31.6% | +27.4% | +4.2% | +12.8% |
| 10Y | +216.1% | +164.8% | +51.2% | +98.0% |
| All | +2,903.2% | +6,115.6% | -3,212.4% | +346.3% |
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 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