+2,583.1%
HPQ vs BP
+1,393.0%
+1,190.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -1.9% | +2.5% | -4.4% | -2.8% |
| 30D | -5.7% | -5.6% | -0.1% | -4.0% |
| 3M | -0.4% | +8.0% | -8.5% | -3.7% |
| 6M | +40.0% | +5.7% | +34.4% | +35.6% |
| YTD | +34.6% | +36.8% | -2.2% | +17.1% |
| 1Y | +20.4% | +30.7% | -10.3% | +6.3% |
| 3Y | +18.3% | +51.6% | -33.3% | -2.6% |
| 5Y | +9.6% | +112.2% | -102.6% | -22.6% |
| 10Y | +156.3% | +138.6% | +17.7% | +66.0% |
| All | +2,583.1% | +1,393.0% | +1,190.1% | +1,023.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling