+37.0%
HPQ vs AU
+577.5%
-540.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.4% |
| 7D | +9.8% | -4.3% | +14.0% | +9.9% |
| 30D | +22.4% | +7.3% | +15.0% | +21.9% |
| 3M | +45.2% | +26.3% | +18.8% | +43.7% |
| 6M | +96.4% | +1.8% | +94.7% | +95.5% |
| YTD | +65.4% | +26.8% | +38.6% | +62.2% |
| 1Y | +31.6% | +66.7% | -35.1% | +26.9% |
| 3Y | +37.0% | +579.1% | -542.0% | +17.4% |
| All | +37.0% | +577.5% | -540.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling