+15.4%
HPQ vs BTSG
+421.3%
-406.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.9% |
| 7D | -0.5% | +5.7% | -6.2% | -1.3% |
| 30D | +3.7% | +0.2% | +3.5% | +3.6% |
| 3M | +24.3% | +5.6% | +18.7% | +22.2% |
| 6M | +64.8% | +50.8% | +14.0% | +51.7% |
| YTD | +43.9% | +67.0% | -23.1% | +29.8% |
| 1Y | +11.7% | +145.5% | -133.9% | -5.9% |
| All | +15.4% | +421.3% | -406.0% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling