+541.0%
HPQ vs AU
+789.2%
-248.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +9.7% | +12.3% | -2.6% | +8.6% |
| 3M | +32.7% | +29.4% | +3.4% | +29.8% |
| 6M | +77.7% | +3.2% | +74.5% | +75.9% |
| YTD | +51.0% | +31.8% | +19.2% | +46.2% |
| 1Y | +18.4% | +83.4% | -65.0% | +11.4% |
| 3Y | +25.6% | +623.1% | -597.5% | +4.3% |
| 5Y | +38.6% | +700.5% | -661.9% | +12.6% |
| 10Y | +226.1% | +717.6% | -491.4% | +152.1% |
| All | +541.0% | +789.2% | -248.2% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling