+36.9%
HPQ vs BTDR
+23.3%
+13.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +4.0% |
| 7D | +1.3% | +14.8% | -13.6% | +0.8% |
| 30D | +8.7% | +41.8% | -33.1% | +7.3% |
| 3M | +31.5% | -29.2% | +60.6% | +32.6% |
| 6M | +76.0% | +66.2% | +9.8% | +70.3% |
| YTD | +49.5% | +10.0% | +39.5% | +46.8% |
| 1Y | +17.3% | -11.0% | +28.2% | +15.5% |
| 3Y | +24.4% | +6.9% | +17.4% | +18.5% |
| 5Y | +37.3% | +24.7% | +12.6% | +26.4% |
| All | +36.9% | +23.3% | +13.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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