+13.1%
HPQ vs BAH
+6.1%
+6.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +3.2% | +1.7% | +1.5% | +2.8% |
| 30D | -3.6% | +20.8% | -24.4% | -7.8% |
| 3M | -5.3% | +11.6% | -16.9% | -8.0% |
| 6M | +41.1% | +23.1% | +18.0% | +34.2% |
| YTD | +36.9% | +5.3% | +31.6% | +33.1% |
| 1Y | +23.5% | +6.1% | +17.4% | +19.7% |
| 3Y | +19.6% | -27.5% | +47.1% | +20.4% |
| All | +13.1% | +6.1% | +6.9% | +0.9% |
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