+13.1%
HPQ vs BEN
+28.2%
-15.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +3.2% | +6.8% | -3.6% | 0.0% |
| 30D | -3.6% | +18.0% | -21.6% | -11.0% |
| 3M | -5.3% | +7.5% | -12.8% | -8.8% |
| 6M | +41.1% | +14.7% | +26.4% | +30.8% |
| YTD | +36.9% | +56.1% | -19.2% | +7.7% |
| 1Y | +23.5% | +69.6% | -46.1% | -6.9% |
| 3Y | +19.6% | +87.7% | -68.1% | -18.4% |
| All | +13.1% | +28.2% | -15.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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