+34.2%
HPQ vs AR
-1.6%
+35.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | -1.1% | -14.3% | +13.1% | -0.9% |
| 30D | -11.7% | +1.4% | -13.2% | -12.5% |
| 3M | +2.0% | +3.4% | -1.4% | +1.5% |
| All | +34.2% | -1.6% | +35.8% | +34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling