+25.1%
HPQ vs BAX
-33.8%
+58.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.4% |
| 7D | +2.2% | -5.1% | +7.3% | +3.5% |
| 30D | +9.7% | -12.2% | +21.9% | +13.2% |
| 3M | +32.7% | +21.8% | +10.9% | +25.8% |
| 6M | +77.7% | +36.3% | +41.4% | +62.7% |
| YTD | +51.0% | +27.8% | +23.2% | +39.4% |
| 1Y | +18.4% | -0.1% | +18.5% | +16.4% |
| All | +25.1% | -33.8% | +58.9% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling