+243.8%
HPQ vs BLK
+283.5%
-39.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.4% |
| 7D | +9.8% | -3.3% | +13.1% | +12.1% |
| 30D | +22.4% | -6.5% | +28.9% | +27.5% |
| 3M | +45.2% | +6.7% | +38.4% | +38.0% |
| 6M | +96.4% | +14.7% | +81.7% | +76.9% |
| YTD | +65.4% | +2.5% | +62.9% | +59.0% |
| 1Y | +31.6% | -2.8% | +34.3% | +31.0% |
| 3Y | +37.0% | +65.9% | -28.8% | -5.5% |
| 5Y | +53.0% | +33.0% | +20.0% | +19.6% |
| All | +243.8% | +283.5% | -39.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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