+32.2%
HPQ vs AR
+140.6%
-108.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.4% |
| 7D | -0.5% | -1.8% | +1.4% | -0.2% |
| 30D | +3.7% | +12.6% | -8.9% | +1.5% |
| 3M | +24.3% | +10.0% | +14.3% | +21.9% |
| 6M | +64.8% | +0.6% | +64.1% | +63.7% |
| YTD | +43.9% | +13.4% | +30.5% | +39.5% |
| 1Y | +11.7% | +21.7% | -10.1% | +6.3% |
| 3Y | +19.7% | +45.8% | -26.1% | +7.9% |
| 5Y | +32.2% | +144.3% | -112.0% | +4.4% |
| All | +32.2% | +140.6% | -108.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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