+243.8%
HPQ vs BAH
+207.9%
+35.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.3% |
| 7D | +9.8% | +4.3% | +5.5% | +8.4% |
| 30D | +22.4% | -2.5% | +24.8% | +23.1% |
| 3M | +45.2% | -0.9% | +46.1% | +45.0% |
| 6M | +96.4% | +1.5% | +95.0% | +94.9% |
| YTD | +65.4% | -8.0% | +73.4% | +67.1% |
| 1Y | +31.6% | -24.7% | +56.3% | +40.0% |
| 3Y | +37.0% | -28.4% | +65.4% | +41.0% |
| 5Y | +53.0% | +2.8% | +50.2% | +35.1% |
| All | +243.8% | +207.9% | +35.9% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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