+32.6%
HPQ vs BTSG
+389.4%
-356.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +8.2% |
| 7D | +9.8% | -3.3% | +13.1% | +10.2% |
| 30D | +22.4% | -1.6% | +23.9% | +22.4% |
| 3M | +45.2% | -6.9% | +52.1% | +45.3% |
| 6M | +96.4% | +42.1% | +54.3% | +82.2% |
| YTD | +65.4% | +56.8% | +8.6% | +50.4% |
| 1Y | +31.6% | +109.8% | -78.3% | +13.5% |
| All | +32.6% | +389.4% | -356.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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