+8.9%
HPQ vs BIL
+19.8%
-11.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -5.9% | 0.0% | -5.9% | -5.7% |
| 3M | -3.7% | +0.6% | -4.3% | -3.5% |
| 6M | +28.1% | +1.5% | +26.5% | +29.4% |
| YTD | +32.5% | +2.8% | +29.7% | +36.2% |
| 1Y | +18.1% | +3.3% | +14.8% | +22.8% |
| 3Y | +16.4% | +13.4% | +3.0% | +26.4% |
| 5Y | +8.9% | +19.8% | -11.0% | +34.5% |
| All | +8.9% | +19.8% | -11.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling