+18.7%
HPQ vs EAT
+37.5%
-18.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +14.4% | +1.9% | +12.6% | +14.2% |
| 3M | +25.6% | +68.7% | -43.0% | +23.8% |
| 6M | +75.0% | +66.9% | +8.1% | +70.6% |
| YTD | +50.7% | +60.4% | -9.7% | +47.1% |
| 1Y | +18.7% | +44.0% | -25.3% | +17.3% |
| All | +18.7% | +37.5% | -18.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling