+37.0%
HPQ vs AUR
+84.2%
-47.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.3% |
| 7D | +9.8% | +1.4% | +8.3% | +9.6% |
| 30D | +22.4% | -6.4% | +28.8% | +22.9% |
| 3M | +45.2% | +7.7% | +37.5% | +43.6% |
| 6M | +96.4% | +44.5% | +51.9% | +87.9% |
| YTD | +65.4% | +67.4% | -2.1% | +55.6% |
| 1Y | +31.6% | +15.4% | +16.1% | +27.6% |
| 3Y | +37.0% | +94.8% | -57.8% | +15.7% |
| All | +37.0% | +84.2% | -47.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling