+18.7%
HPQ vs BROS
-35.3%
+54.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +6.9% | -6.7% | +13.6% | +7.5% |
| 30D | +14.4% | -29.1% | +43.5% | +17.8% |
| 3M | +25.6% | -16.7% | +42.3% | +26.4% |
| 6M | +75.0% | -11.6% | +86.7% | +74.3% |
| YTD | +50.7% | -23.9% | +74.6% | +54.7% |
| 1Y | +18.7% | -34.8% | +53.4% | +11.2% |
| All | +18.7% | -35.3% | +54.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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