+21.3%
HPQ vs BAX
+46.0%
-24.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +5.2% |
| 7D | -7.8% | +4.1% | -11.9% | -8.4% |
| 30D | -4.9% | +9.4% | -14.3% | -6.2% |
| 3M | +4.9% | -6.5% | +11.4% | +6.2% |
| 6M | +47.1% | +59.6% | -12.5% | +34.1% |
| YTD | +39.5% | +38.9% | +0.7% | +26.4% |
| 1Y | +21.3% | +48.0% | -26.7% | +5.4% |
| All | +21.3% | +46.0% | -24.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling