+38.6%
HPQ vs BP
+141.6%
-102.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.4% |
| 7D | +2.2% | +4.0% | -1.7% | +1.0% |
| 30D | +9.7% | +7.8% | +1.9% | +7.1% |
| 3M | +32.7% | +8.4% | +24.4% | +28.7% |
| 6M | +77.7% | +15.1% | +62.7% | +67.7% |
| YTD | +51.0% | +36.4% | +14.6% | +33.4% |
| 1Y | +18.4% | +40.9% | -22.5% | +2.8% |
| 3Y | +25.6% | +38.8% | -13.3% | +7.8% |
| 5Y | +38.6% | +141.1% | -102.5% | -14.4% |
| All | +38.6% | +141.6% | -102.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling