+51.0%
HPQ vs BG
+81.8%
-30.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.7% | +10.2% | +8.9% |
| 7D | +9.8% | +3.1% | +6.6% | +8.6% |
| 30D | +22.4% | +10.2% | +12.1% | +18.7% |
| 3M | +45.2% | -1.7% | +46.8% | +45.2% |
| 6M | +96.4% | +1.0% | +95.5% | +95.1% |
| YTD | +65.4% | +39.9% | +25.5% | +49.3% |
| 1Y | +31.6% | +53.2% | -21.6% | +15.1% |
| 3Y | +37.0% | +16.3% | +20.8% | +27.2% |
| All | +51.0% | +81.8% | -30.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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