+19.7%
HPQ vs BIL
+14.1%
+5.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +3.7% | +0.3% | +3.4% | +3.7% |
| 3M | +24.3% | +0.9% | +23.4% | +24.1% |
| 6M | +64.8% | +1.8% | +62.9% | +65.3% |
| YTD | +43.9% | +2.5% | +41.4% | +45.2% |
| 1Y | +11.7% | +3.7% | +8.0% | +17.0% |
| 3Y | +19.7% | +14.1% | +5.6% | -1.7% |
| All | +19.7% | +14.1% | +5.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling