+2,627.7%
HPQ vs BN
+15,531.3%
-12,903.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +3.2% | -1.0% | +4.2% | +3.5% |
| 30D | -3.6% | +14.0% | -17.6% | -8.4% |
| 3M | -5.3% | -9.0% | +3.7% | -2.1% |
| 6M | +41.1% | -8.8% | +50.0% | +45.2% |
| YTD | +36.9% | -10.3% | +47.1% | +40.8% |
| 1Y | +23.5% | -5.8% | +29.3% | +24.7% |
| 3Y | +19.6% | +94.8% | -75.2% | -9.2% |
| 5Y | +11.4% | +31.5% | -20.1% | -3.3% |
| 10Y | +160.6% | +291.9% | -131.3% | +54.0% |
| All | +2,627.7% | +15,531.3% | -12,903.6% | +634.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling