+151.9%
HPQ vs ECL
+192.9%
-41.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.6% |
| 30D | -5.7% | +6.6% | -12.3% | -9.2% |
| 3M | -0.4% | +9.6% | -10.0% | -5.9% |
| 6M | +40.0% | +21.6% | +18.4% | +23.7% |
| YTD | +34.6% | +16.9% | +17.7% | +21.0% |
| 1Y | +20.4% | +17.9% | +2.5% | +7.6% |
| 3Y | +18.3% | +76.5% | -58.2% | -19.3% |
| 5Y | +9.6% | +36.6% | -27.0% | -13.7% |
| All | +151.9% | +192.9% | -41.0% | +20.4% |
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