+31.6%
HPQ vs BN
-14.1%
+45.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | -5.2% | +14.9% | +11.8% |
| 30D | +22.4% | -14.5% | +36.8% | +29.2% |
| 3M | +45.2% | -15.0% | +60.1% | +53.5% |
| 6M | +96.4% | -5.4% | +101.8% | +97.3% |
| YTD | +65.4% | -16.4% | +81.8% | +75.2% |
| 1Y | +31.6% | -16.2% | +47.8% | +34.3% |
| All | +31.6% | -14.1% | +45.7% | +34.3% |
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