+32.8%
HPQ vs BIYA
-99.8%
+132.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.2% | +10.6% | +8.5% |
| 7D | +9.8% | -1.8% | +11.5% | +9.8% |
| 30D | +22.4% | -17.5% | +39.8% | +23.1% |
| 3M | +45.2% | -78.0% | +123.2% | +47.9% |
| 6M | +96.4% | -89.5% | +185.9% | +94.0% |
| YTD | +65.4% | -94.3% | +159.7% | +64.5% |
| 1Y | +31.6% | -98.6% | +130.2% | +38.0% |
| All | +32.8% | -99.8% | +132.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling