+38.6%
HPQ vs BN
+33.2%
+5.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.9% |
| 7D | +2.2% | -3.0% | +5.2% | +3.8% |
| 30D | +9.7% | -13.0% | +22.8% | +17.6% |
| 3M | +32.7% | -15.2% | +48.0% | +43.9% |
| 6M | +77.7% | -5.9% | +83.6% | +80.9% |
| YTD | +51.0% | -15.8% | +66.8% | +62.1% |
| 1Y | +18.4% | -12.2% | +30.6% | +24.1% |
| 3Y | +25.6% | +72.2% | -46.6% | -11.1% |
| 5Y | +38.6% | +33.2% | +5.4% | +13.3% |
| All | +38.6% | +33.2% | +5.5% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling