+31.6%
HPQ vs BRO
-27.7%
+59.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.4% |
| 7D | +9.8% | -7.3% | +17.1% | +11.4% |
| 30D | +22.4% | -6.9% | +29.2% | +24.0% |
| 3M | +45.2% | +10.7% | +34.5% | +44.4% |
| 6M | +96.4% | -2.7% | +99.1% | +99.8% |
| YTD | +65.4% | -16.3% | +81.7% | +72.1% |
| 1Y | +31.6% | -29.1% | +60.7% | +41.4% |
| All | +31.6% | -27.7% | +59.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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