+163.7%
HPQ vs BTG
+370.1%
-206.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.2% |
| 7D | +3.5% | -5.8% | +9.3% | +3.8% |
| 30D | +13.7% | +5.7% | +8.0% | +13.2% |
| 3M | +33.9% | +38.1% | -4.3% | +31.2% |
| 6M | +80.9% | +0.3% | +80.6% | +79.9% |
| YTD | +52.6% | +19.9% | +32.7% | +49.9% |
| 1Y | +21.2% | +24.6% | -3.4% | +18.6% |
| 3Y | +26.9% | +96.6% | -69.7% | +20.1% |
| 5Y | +41.1% | +77.7% | -36.5% | +33.6% |
| 10Y | +229.6% | +150.7% | +78.8% | +201.5% |
| All | +163.7% | +370.1% | -206.3% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling