+32.1%
HPQ vs BAH
-3.8%
+35.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -0.5% | -4.3% | +3.9% | +0.5% |
| 30D | +3.7% | -4.5% | +8.2% | +4.8% |
| 3M | +24.3% | -7.6% | +31.9% | +26.2% |
| 6M | +64.8% | -10.6% | +75.4% | +68.3% |
| YTD | +43.9% | -12.6% | +56.5% | +46.6% |
| 1Y | +11.7% | -27.0% | +38.6% | +17.5% |
| 3Y | +19.7% | -31.5% | +51.2% | +21.9% |
| All | +32.1% | -3.8% | +35.9% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling