+2,903.2%
HPQ vs BP
+1,327.5%
+1,575.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +6.9% | +3.9% | +3.0% | +5.4% |
| 30D | +14.4% | +7.6% | +6.8% | +11.1% |
| 3M | +25.6% | +0.7% | +24.9% | +24.5% |
| 6M | +75.0% | +15.5% | +59.6% | +63.7% |
| YTD | +50.7% | +30.8% | +19.9% | +33.8% |
| 1Y | +18.7% | +34.3% | -15.7% | +3.8% |
| 3Y | +21.5% | +35.1% | -13.5% | +4.6% |
| 5Y | +31.6% | +126.8% | -95.3% | -9.2% |
| 10Y | +216.1% | +123.4% | +92.7% | +110.4% |
| All | +2,903.2% | +1,327.5% | +1,575.7% | +1,183.7% |
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