+397.3%
HPQ vs BG
+1,181.2%
-783.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +9.7% | +10.3% | -0.6% | +6.5% |
| 3M | +32.7% | -1.9% | +34.6% | +33.0% |
| 6M | +77.7% | +5.2% | +72.5% | +74.4% |
| YTD | +51.0% | +41.2% | +9.8% | +35.3% |
| 1Y | +18.4% | +50.5% | -32.1% | +3.5% |
| 3Y | +25.6% | +19.9% | +5.7% | +15.6% |
| 5Y | +38.6% | +86.7% | -48.1% | +9.6% |
| 10Y | +226.1% | +167.5% | +58.7% | +121.4% |
| All | +397.3% | +1,181.2% | -783.8% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling