+2,524.6%
HPQ vs APD
+6,318.0%
-3,793.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.6% |
| 7D | -0.6% | -1.6% | +0.9% | +0.1% |
| 30D | -6.5% | +10.6% | -17.1% | -10.4% |
| 3M | -5.1% | +2.5% | -7.6% | -6.3% |
| 6M | +27.3% | +6.0% | +21.3% | +22.9% |
| YTD | +31.7% | +28.4% | +3.2% | +16.3% |
| 1Y | +13.0% | +22.2% | -9.2% | +1.8% |
| 3Y | +18.3% | +26.6% | -8.3% | +3.0% |
| 5Y | +7.4% | +11.8% | -4.4% | -2.8% |
| 10Y | +154.8% | +187.8% | -33.0% | +54.0% |
| All | +2,524.6% | +6,318.0% | -3,793.5% | +284.1% |
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