+210.9%
HPQ vs ATI
+998.8%
-787.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.9% | +13.0% | -14.9% | -4.9% |
| 30D | -5.7% | +0.2% | -5.9% | -6.4% |
| 3M | -0.4% | -17.5% | +17.1% | +3.4% |
| 6M | +40.0% | +18.1% | +21.9% | +31.9% |
| YTD | +34.6% | +65.7% | -31.1% | +15.0% |
| 1Y | +20.4% | +91.9% | -71.5% | -1.1% |
| 3Y | +18.3% | +335.2% | -316.9% | -24.0% |
| 5Y | +9.6% | +1,004.3% | -994.7% | -45.8% |
| 10Y | +156.3% | +1,019.2% | -862.9% | +10.8% |
| All | +210.9% | +998.8% | -787.8% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling