+13.1%
HPQ vs BAX
-64.2%
+77.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -3.6% | +4.1% | -7.7% | -4.6% |
| 3M | -5.3% | -4.5% | -0.7% | -4.4% |
| 6M | +41.1% | +49.2% | -8.1% | +26.1% |
| YTD | +36.9% | +35.2% | +1.6% | +24.1% |
| 1Y | +23.5% | +38.3% | -14.8% | +11.2% |
| 3Y | +19.6% | -19.0% | +38.6% | +22.0% |
| All | +13.1% | -64.2% | +77.3% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling