+37.0%
HPQ vs BTG
+94.8%
-57.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.4% |
| 7D | +9.8% | -3.8% | +13.5% | +10.1% |
| 30D | +22.4% | +3.6% | +18.7% | +21.8% |
| 3M | +45.2% | +32.0% | +13.1% | +41.2% |
| 6M | +96.4% | +3.4% | +93.1% | +94.2% |
| YTD | +65.4% | +20.8% | +44.6% | +60.4% |
| 1Y | +31.6% | +22.4% | +9.2% | +26.6% |
| 3Y | +37.0% | +91.7% | -54.7% | +23.0% |
| All | +37.0% | +94.8% | -57.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling