+217.2%
HPQ vs BN
+263.5%
-46.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.7% |
| 7D | +3.5% | -5.9% | +9.4% | +6.9% |
| 30D | +13.7% | -15.1% | +28.8% | +24.0% |
| 3M | +33.9% | -14.6% | +48.4% | +45.3% |
| 6M | +80.9% | -8.4% | +89.3% | +87.2% |
| YTD | +52.6% | -16.8% | +69.4% | +65.5% |
| 1Y | +21.2% | -14.4% | +35.6% | +29.3% |
| 3Y | +26.9% | +70.1% | -43.2% | -11.1% |
| 5Y | +41.1% | +33.5% | +7.6% | +11.4% |
| All | +217.2% | +263.5% | -46.3% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling