+38.6%
HPQ vs EAT
+310.8%
-272.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.2% | +5.5% |
| 7D | +2.2% | -6.8% | +9.0% | +3.6% |
| 30D | +9.7% | -5.4% | +15.1% | +10.5% |
| 3M | +32.7% | +42.8% | -10.0% | +22.8% |
| 6M | +77.7% | +56.5% | +21.2% | +59.4% |
| YTD | +51.0% | +50.0% | +1.0% | +36.2% |
| 1Y | +18.4% | +38.3% | -19.9% | +8.1% |
| 3Y | +25.6% | +591.6% | -566.1% | -27.9% |
| 5Y | +38.6% | +312.6% | -274.0% | -13.0% |
| All | +38.6% | +310.8% | -272.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling