+21.3%
HPQ vs B
+27.8%
-6.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.3% | -2.4% | +5.7% |
| 7D | -7.8% | +1.1% | -8.9% | -8.0% |
| 30D | -4.9% | +0.3% | -5.2% | -5.1% |
| 3M | +4.9% | +5.4% | -0.6% | +4.5% |
| 6M | +47.1% | +5.5% | +41.5% | +46.5% |
| YTD | +39.5% | -6.3% | +45.8% | +36.4% |
| 1Y | +21.3% | +29.4% | -8.1% | +17.8% |
| All | +21.3% | +27.8% | -6.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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