+168.5%
HPQ vs BUD
+214.2%
-45.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.9% | -1.6% | -0.3% | -1.3% |
| 30D | -5.7% | +6.7% | -12.4% | -8.3% |
| 3M | -0.4% | +5.9% | -6.3% | -3.1% |
| 6M | +40.0% | +5.1% | +35.0% | +36.4% |
| YTD | +34.6% | +32.9% | +1.7% | +18.2% |
| 1Y | +20.4% | +31.8% | -11.4% | +6.1% |
| 3Y | +18.3% | +47.4% | -29.1% | -2.9% |
| 5Y | +9.6% | +50.8% | -41.2% | -12.6% |
| 10Y | +156.3% | -5.1% | +161.4% | +128.3% |
| All | +168.5% | +214.2% | -45.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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