+229.6%
HPQ vs ARES
+1,196.0%
-966.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +6.9% | -1.7% | +8.6% | +7.5% |
| 30D | +14.4% | +0.3% | +14.2% | +14.2% |
| 3M | +25.6% | +8.5% | +17.1% | +21.1% |
| 6M | +75.0% | +23.5% | +51.6% | +59.5% |
| YTD | +50.7% | -11.2% | +61.9% | +54.2% |
| 1Y | +18.7% | -19.3% | +37.9% | +25.4% |
| 3Y | +21.5% | +48.7% | -27.1% | +0.4% |
| 5Y | +31.6% | +106.5% | -75.0% | -6.2% |
| 10Y | +216.1% | +1,055.3% | -839.3% | +36.2% |
| All | +229.6% | +1,196.0% | -966.4% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling