+18.7%
HPQ vs AS
-21.9%
+40.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.6% |
| 7D | +6.9% | -4.9% | +11.8% | +7.8% |
| 30D | +14.4% | -19.6% | +34.0% | +18.5% |
| 3M | +25.6% | -14.4% | +40.0% | +28.7% |
| 6M | +75.0% | -20.1% | +95.2% | +81.0% |
| YTD | +50.7% | -20.9% | +71.6% | +56.0% |
| 1Y | +18.7% | -21.9% | +40.5% | +19.5% |
| All | +18.7% | -21.9% | +40.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling