+2,903.2%
HPQ vs EAT
+11,644.8%
-8,741.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +6.9% | 0.0% | +6.9% | +7.0% |
| 30D | +14.4% | +1.9% | +12.6% | +13.6% |
| 3M | +25.6% | +68.7% | -43.0% | +11.3% |
| 6M | +75.0% | +66.9% | +8.1% | +53.6% |
| YTD | +50.7% | +60.4% | -9.7% | +32.9% |
| 1Y | +18.7% | +44.0% | -25.3% | +6.4% |
| 3Y | +21.5% | +604.7% | -583.2% | -26.7% |
| 5Y | +31.6% | +347.0% | -315.5% | -15.7% |
| 10Y | +216.1% | +390.8% | -174.7% | +69.6% |
| All | +2,903.2% | +11,644.8% | -8,741.5% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling