+51.0%
HPQ vs AUR
-35.1%
+86.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.8% |
| 3M | +45.2% | +7.7% | +37.5% | +43.7% |
| 6M | +96.4% | +44.5% | +51.9% | +88.4% |
| YTD | +65.4% | +67.4% | -2.1% | +56.2% |
| 1Y | +31.6% | +15.4% | +16.1% | +28.0% |
| 3Y | +37.0% | +94.8% | -57.8% | +21.0% |
| All | +51.0% | -35.1% | +86.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling