+12.4%
HPQ vs AUR
-35.0%
+47.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +2.2% | +11.1% | -8.9% | +1.2% |
| 30D | +9.7% | -6.9% | +16.6% | +10.2% |
| 3M | +32.7% | +5.5% | +27.2% | +31.6% |
| 6M | +77.7% | +41.0% | +36.7% | +70.8% |
| YTD | +51.0% | +69.3% | -18.3% | +42.4% |
| 1Y | +18.4% | +14.0% | +4.4% | +15.3% |
| 3Y | +25.6% | +90.1% | -64.5% | +11.1% |
| 5Y | +38.6% | -34.4% | +73.0% | +13.9% |
| All | +12.4% | -35.0% | +47.4% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling