+18.7%
HPQ vs BR
-29.1%
+47.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.5% |
| 7D | +6.9% | -5.3% | +12.2% | +9.1% |
| 30D | +14.4% | +6.4% | +8.0% | +11.0% |
| 3M | +25.6% | +13.6% | +12.0% | +18.8% |
| 6M | +75.0% | -6.7% | +81.7% | +73.0% |
| YTD | +50.7% | -21.1% | +71.8% | +61.5% |
| 1Y | +18.7% | -29.6% | +48.2% | +36.0% |
| All | +18.7% | -29.1% | +47.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling