+51.0%
HPQ vs AU
+686.2%
-635.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.4% |
| 7D | +9.8% | -4.3% | +14.0% | +10.0% |
| 30D | +22.4% | +7.3% | +15.0% | +21.6% |
| 3M | +45.2% | +26.3% | +18.8% | +42.6% |
| 6M | +96.4% | +1.8% | +94.7% | +94.9% |
| YTD | +65.4% | +26.8% | +38.6% | +60.7% |
| 1Y | +31.6% | +66.7% | -35.1% | +24.6% |
| 3Y | +37.0% | +579.1% | -542.0% | +10.5% |
| All | +51.0% | +686.2% | -635.3% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling