+2,627.7%
HPQ vs BP
+1,406.2%
+1,221.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +3.2% | +3.8% | -0.6% | +1.8% |
| 30D | -3.6% | -5.3% | +1.7% | -2.0% |
| 3M | -5.3% | +9.3% | -14.5% | -8.8% |
| 6M | +41.1% | +7.2% | +33.9% | +35.9% |
| YTD | +36.9% | +38.0% | -1.2% | +18.6% |
| 1Y | +23.5% | +33.2% | -9.7% | +8.3% |
| 3Y | +19.6% | +50.3% | -30.7% | -1.2% |
| 5Y | +11.4% | +114.1% | -102.7% | -21.5% |
| 10Y | +160.6% | +140.7% | +19.9% | +68.3% |
| All | +2,627.7% | +1,406.2% | +1,221.5% | +1,038.5% |
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