+13.1%
HPQ vs BROS
-43.5%
+56.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +0.7% |
| 7D | +3.2% | +6.3% | -3.1% | +2.2% |
| 30D | -3.6% | -8.3% | +4.7% | -2.9% |
| 3M | -5.3% | -29.8% | +24.5% | -0.9% |
| 6M | +41.1% | -25.8% | +67.0% | +45.1% |
| YTD | +36.9% | -41.4% | +78.2% | +44.9% |
| 1Y | +23.5% | -35.2% | +58.7% | +28.5% |
| 3Y | +19.6% | +32.8% | -13.2% | +5.7% |
| All | +13.1% | -43.5% | +56.5% | +8.6% |
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