+19.6%
HPQ vs ARES
+37.5%
-17.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | -3.6% | +19.7% | -23.3% | -10.0% |
| 3M | -5.3% | -9.0% | +3.7% | -2.3% |
| 6M | +41.1% | +11.5% | +29.6% | +34.0% |
| YTD | +36.9% | -13.8% | +50.7% | +43.7% |
| 1Y | +23.5% | -5.6% | +29.1% | +24.2% |
| 3Y | +19.6% | +36.1% | -16.5% | +7.1% |
| All | +19.6% | +37.5% | -17.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling