+243.8%
HPQ vs BR
+189.7%
+54.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.6% |
| 7D | +9.8% | -3.0% | +12.7% | +11.5% |
| 30D | +22.4% | -0.3% | +22.6% | +22.2% |
| 3M | +45.2% | +17.3% | +27.9% | +32.6% |
| 6M | +96.4% | -6.7% | +103.1% | +101.9% |
| YTD | +65.4% | -23.4% | +88.8% | +88.2% |
| 1Y | +31.6% | -32.7% | +64.2% | +60.6% |
| 3Y | +37.0% | -5.9% | +42.9% | +36.6% |
| 5Y | +53.0% | +8.4% | +44.6% | +37.6% |
| All | +243.8% | +189.7% | +54.2% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling