+2,880.2%
HPQ vs BAX
+844.7%
+2,035.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.5% |
| 7D | +1.3% | -5.1% | +6.3% | +2.9% |
| 30D | +8.7% | -12.2% | +20.9% | +13.0% |
| 3M | +31.5% | +21.8% | +9.6% | +23.0% |
| 6M | +76.0% | +36.3% | +39.7% | +57.9% |
| YTD | +49.5% | +27.8% | +21.7% | +35.7% |
| 1Y | +17.3% | -0.1% | +17.3% | +14.1% |
| 3Y | +24.4% | -33.3% | +57.7% | +33.5% |
| 5Y | +37.3% | -67.1% | +104.4% | +80.2% |
| 10Y | +223.0% | -36.9% | +259.9% | +245.5% |
| All | +2,880.2% | +844.7% | +2,035.6% | +1,011.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling