+18.7%
HPQ vs AUR
+11.8%
+6.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +6.9% | +8.7% | -1.8% | +5.5% |
| 30D | +14.4% | -5.2% | +19.7% | +15.0% |
| 3M | +25.6% | -7.3% | +32.9% | +26.2% |
| 6M | +75.0% | +41.2% | +33.8% | +59.9% |
| YTD | +50.7% | +65.1% | -14.4% | +30.3% |
| 1Y | +18.7% | +13.4% | +5.2% | +17.2% |
| All | +18.7% | +11.8% | +6.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling