+248.0%
HPQ vs ATI
+1,117.2%
-869.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.5% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +14.4% | +2.7% | +11.7% | +13.3% |
| 3M | +25.6% | +16.3% | +9.3% | +19.9% |
| 6M | +75.0% | +30.2% | +44.9% | +61.0% |
| YTD | +50.7% | +83.6% | -32.9% | +26.6% |
| 1Y | +18.7% | +173.0% | -154.4% | -10.3% |
| 3Y | +21.5% | +356.6% | -335.1% | -22.3% |
| 5Y | +31.6% | +1,074.2% | -1,042.6% | -35.5% |
| 10Y | +216.1% | +1,136.2% | -920.2% | +33.3% |
| All | +248.0% | +1,117.2% | -869.1% | +0.7% |
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