+39.9%
HPQ vs BROS
+38.3%
+1.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.2% |
| 7D | +2.2% | -6.6% | +8.8% | +3.1% |
| 30D | +9.7% | -12.3% | +22.1% | +11.4% |
| 3M | +32.7% | -22.2% | +54.9% | +36.0% |
| 6M | +77.7% | -14.3% | +92.0% | +78.8% |
| YTD | +51.0% | -26.6% | +77.5% | +54.9% |
| 1Y | +18.4% | -31.5% | +49.9% | +22.2% |
| 3Y | +25.6% | +62.3% | -36.7% | +12.1% |
| All | +39.9% | +38.3% | +1.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling