+151.9%
HPQ vs BAH
+199.5%
-47.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.9% | -2.6% | +0.7% | -1.2% |
| 30D | -5.7% | +20.4% | -26.1% | -10.8% |
| 3M | -0.4% | +11.9% | -12.3% | -4.1% |
| 6M | +40.0% | +17.1% | +22.9% | +32.8% |
| YTD | +34.6% | +5.5% | +29.1% | +30.1% |
| 1Y | +20.4% | +5.6% | +14.8% | +16.1% |
| 3Y | +18.3% | -26.5% | +44.8% | +21.3% |
| 5Y | +9.6% | +6.5% | +3.1% | -3.7% |
| All | +151.9% | +199.5% | -47.6% | +64.5% |
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