+283.2%
HPQ vs BLK
+12,905.6%
-12,622.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +5.8% |
| 7D | +2.2% | -2.7% | +4.9% | +3.3% |
| 30D | +9.7% | -4.8% | +14.5% | +11.9% |
| 3M | +32.7% | +6.5% | +26.3% | +28.6% |
| 6M | +77.7% | +13.1% | +64.6% | +67.3% |
| YTD | +51.0% | +1.8% | +49.2% | +47.9% |
| 1Y | +18.4% | -1.0% | +19.4% | +17.4% |
| 3Y | +25.6% | +66.0% | -40.4% | +0.4% |
| 5Y | +38.6% | +31.2% | +7.4% | +21.0% |
| 10Y | +226.1% | +278.5% | -52.4% | +91.0% |
| All | +283.2% | +12,905.6% | -12,622.4% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling