+31.6%
HPQ vs AUR
+17.8%
+13.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.2% |
| 7D | +9.8% | +1.4% | +8.3% | +9.5% |
| 30D | +22.4% | -6.4% | +28.8% | +23.1% |
| 3M | +45.2% | +7.7% | +37.5% | +42.2% |
| 6M | +96.4% | +44.5% | +51.9% | +79.0% |
| YTD | +65.4% | +67.4% | -2.1% | +42.8% |
| 1Y | +31.6% | +15.4% | +16.1% | +30.1% |
| All | +31.6% | +17.8% | +13.8% | +30.1% |
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