+18.7%
HPQ vs BN
-6.5%
+25.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.9% | -2.5% | +9.4% | +7.8% |
| 30D | +14.4% | -9.5% | +23.9% | +18.5% |
| 3M | +25.6% | -10.4% | +36.0% | +30.4% |
| 6M | +75.0% | -6.4% | +81.4% | +77.8% |
| YTD | +50.7% | -11.9% | +62.6% | +56.7% |
| 1Y | +18.7% | -8.6% | +27.3% | +17.6% |
| All | +18.7% | -6.5% | +25.1% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling