+3,196.3%
HPQ vs BRO
+25,535.5%
-22,339.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.4% |
| 7D | +9.8% | -7.3% | +17.1% | +11.6% |
| 30D | +22.4% | -6.9% | +29.2% | +24.2% |
| 3M | +45.2% | +10.7% | +34.5% | +41.7% |
| 6M | +96.4% | -2.7% | +99.1% | +96.7% |
| YTD | +65.4% | -16.3% | +81.7% | +71.0% |
| 1Y | +31.6% | -29.1% | +60.7% | +40.9% |
| 3Y | +37.0% | -7.8% | +44.9% | +37.3% |
| 5Y | +53.0% | +18.7% | +34.3% | +44.5% |
| 10Y | +257.2% | +291.9% | -34.6% | +172.7% |
| All | +3,196.3% | +25,535.5% | -22,339.2% | +2,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling