+2,540.4%
HPQ vs B
+701.5%
+1,838.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +1.0% |
| 7D | +0.5% | +7.1% | -6.6% | +0.1% |
| 30D | -5.9% | -3.3% | -2.6% | -5.8% |
| 3M | -3.7% | -2.5% | -1.2% | -3.7% |
| 6M | +28.1% | -7.2% | +35.3% | +28.2% |
| YTD | +32.5% | -7.4% | +39.8% | +32.2% |
| 1Y | +18.1% | +16.4% | +1.7% | +16.1% |
| 3Y | +16.4% | +178.7% | -162.3% | +7.7% |
| 5Y | +8.9% | +121.7% | -112.8% | +1.5% |
| 10Y | +157.6% | +208.6% | -51.0% | +133.1% |
| All | +2,540.4% | +701.5% | +1,838.8% | +2,634.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling