+243.8%
HPQ vs BNY
+416.3%
-172.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -1.3% | +11.1% | +10.6% |
| 30D | +22.4% | -0.2% | +22.5% | +22.3% |
| 3M | +45.2% | +14.9% | +30.2% | +32.7% |
| 6M | +96.4% | +40.0% | +56.4% | +59.8% |
| YTD | +65.4% | +42.0% | +23.4% | +32.9% |
| 1Y | +31.6% | +56.9% | -25.3% | -0.3% |
| 3Y | +37.0% | +289.9% | -252.8% | -39.5% |
| 5Y | +53.0% | +259.2% | -206.2% | -30.6% |
| All | +243.8% | +416.3% | -172.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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