+213.9%
HPQ vs BP
+135.6%
+78.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.2% |
| 7D | +2.2% | +4.0% | -1.7% | +0.5% |
| 30D | +9.7% | +7.8% | +1.9% | +6.2% |
| 3M | +32.7% | +8.4% | +24.4% | +27.3% |
| 6M | +77.7% | +15.1% | +62.7% | +64.8% |
| YTD | +51.0% | +36.4% | +14.6% | +29.0% |
| 1Y | +18.4% | +40.9% | -22.5% | -0.9% |
| 3Y | +25.6% | +38.8% | -13.3% | +3.8% |
| 5Y | +38.6% | +141.1% | -102.5% | -15.1% |
| All | +213.9% | +135.6% | +78.3% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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