+157.1%
HPQ vs B
+203.3%
-46.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | -3.2% | -2.7% | -0.6% | -3.0% |
| 30D | -3.0% | -4.3% | +1.3% | -2.8% |
| 3M | +0.6% | -2.3% | +2.9% | +0.5% |
| 6M | +36.6% | -16.2% | +52.8% | +38.3% |
| YTD | +35.0% | -8.8% | +43.8% | +34.6% |
| 1Y | +23.1% | +11.4% | +11.7% | +19.9% |
| 3Y | +18.6% | +174.3% | -155.6% | +2.5% |
| 5Y | +10.3% | +116.2% | -105.8% | -3.6% |
| 10Y | +157.1% | +222.7% | -65.7% | +117.9% |
| All | +157.1% | +203.3% | -46.3% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling