+20.0%
HPQ vs ATI
+173.6%
-153.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +2.2% | +2.4% | -0.2% | +2.2% |
| 30D | +9.7% | -9.5% | +19.2% | +10.1% |
| 3M | +32.7% | +10.4% | +22.4% | +31.6% |
| 6M | +77.7% | +31.8% | +45.9% | +72.7% |
| YTD | +51.0% | +80.0% | -29.0% | +36.0% |
| All | +20.0% | +173.6% | -153.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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