+32.2%
HPQ vs B
+154.3%
-122.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.1% | -4.4% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | +3.7% | +1.4% | +2.4% | +3.4% |
| 3M | +24.3% | +12.2% | +12.1% | +22.3% |
| 6M | +64.8% | -2.1% | +66.9% | +64.1% |
| YTD | +43.9% | +2.9% | +41.0% | +41.6% |
| 1Y | +11.7% | +55.3% | -43.7% | +2.7% |
| 3Y | +19.7% | +198.7% | -179.0% | -3.1% |
| 5Y | +32.2% | +153.8% | -121.5% | +7.9% |
| All | +32.2% | +154.3% | -122.1% | +7.9% |
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 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