+223.0%
HPQ vs B
+200.3%
+22.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.8% |
| 7D | +1.3% | +1.0% | +0.2% | +1.1% |
| 30D | +8.7% | +9.5% | -0.8% | +7.6% |
| 3M | +31.5% | +14.3% | +17.1% | +29.3% |
| 6M | +76.0% | -1.9% | +77.9% | +75.2% |
| YTD | +49.5% | +4.1% | +45.5% | +47.5% |
| 1Y | +17.3% | +56.1% | -38.9% | +9.9% |
| 3Y | +24.4% | +202.0% | -177.7% | +6.7% |
| 5Y | +37.3% | +158.8% | -121.5% | +18.2% |
| 10Y | +223.0% | +211.9% | +11.1% | +177.6% |
| All | +223.0% | +200.3% | +22.7% | +177.6% |
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