+8.7%
HPQ vs B
+134.6%
-125.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.4% |
| 7D | -1.1% | +9.6% | -10.7% | -2.1% |
| 30D | -11.7% | +3.5% | -15.2% | -12.2% |
| 3M | +2.0% | -1.6% | +3.6% | +1.8% |
| 6M | +35.9% | -1.7% | +37.5% | +35.1% |
| YTD | +32.7% | -5.3% | +38.0% | +31.5% |
| 1Y | +14.3% | +27.2% | -12.9% | +8.3% |
| 3Y | +17.8% | +166.1% | -148.3% | -3.6% |
| All | +8.7% | +134.6% | -125.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling