+159.0%
HPQ vs BIL
+30.4%
+128.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.4% |
| 7D | +6.9% | +0.1% | +6.9% | +7.4% |
| 30D | +14.4% | +0.3% | +14.1% | +16.2% |
| 3M | +25.6% | +0.9% | +24.7% | +31.4% |
| 6M | +75.0% | +1.8% | +73.2% | +91.1% |
| YTD | +50.7% | +2.4% | +48.2% | +69.4% |
| 1Y | +18.7% | +3.7% | +14.9% | +41.9% |
| 3Y | +21.5% | +14.2% | +7.4% | +132.7% |
| 5Y | +31.6% | +19.4% | +12.2% | +217.5% |
| 10Y | +216.1% | +25.2% | +190.8% | +875.8% |
| All | +159.0% | +30.4% | +128.7% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling