+25.1%
HPQ vs BN
+71.3%
-46.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.8% |
| 7D | +2.2% | -3.0% | +5.2% | +3.6% |
| 30D | +9.7% | -13.0% | +22.8% | +16.6% |
| 3M | +32.7% | -15.2% | +48.0% | +42.5% |
| 6M | +77.7% | -5.9% | +83.6% | +80.3% |
| YTD | +51.0% | -15.8% | +66.8% | +60.8% |
| 1Y | +18.4% | -12.2% | +30.6% | +23.4% |
| All | +25.1% | +71.3% | -46.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling