+79.0%
HPQ vs BTG
+3.7%
+75.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.3% | +4.9% |
| 7D | +2.2% | +2.4% | -0.2% | +2.2% |
| 30D | +9.7% | +9.5% | +0.3% | +9.0% |
| 3M | +32.7% | +38.5% | -5.8% | +29.6% |
| All | +79.0% | +3.7% | +75.4% | +76.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling