+41.1%
HPQ vs BAX
-67.5%
+108.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +3.5% | -5.4% | +8.9% | +4.9% |
| 30D | +13.7% | -12.4% | +26.1% | +17.4% |
| 3M | +33.9% | +19.1% | +14.8% | +27.5% |
| 6M | +80.9% | +38.6% | +42.3% | +64.8% |
| YTD | +52.6% | +26.7% | +25.9% | +41.2% |
| 1Y | +21.2% | +1.0% | +20.2% | +18.6% |
| 3Y | +26.9% | -33.9% | +60.8% | +35.6% |
| 5Y | +41.1% | -67.0% | +108.2% | +76.7% |
| All | +41.1% | -67.5% | +108.6% | +76.7% |
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