+243.8%
HPQ vs ECL
+160.1%
+83.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.4% |
| 7D | +9.8% | -1.1% | +10.9% | +10.5% |
| 30D | +22.4% | -0.8% | +23.2% | +22.8% |
| 3M | +45.2% | +5.0% | +40.1% | +40.6% |
| 6M | +96.4% | +0.2% | +96.2% | +94.3% |
| YTD | +65.4% | +5.8% | +59.6% | +58.0% |
| 1Y | +31.6% | +1.5% | +30.0% | +28.3% |
| 3Y | +37.0% | +55.0% | -18.0% | +1.0% |
| 5Y | +53.0% | +29.3% | +23.7% | +23.7% |
| All | +243.8% | +160.1% | +83.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling