+2,627.7%
HPQ vs ECL
+14,456.0%
-11,828.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | +3.2% | +2.9% | +0.3% | +1.8% |
| 30D | -3.6% | +7.5% | -11.1% | -6.8% |
| 3M | -5.3% | +12.2% | -17.5% | -10.4% |
| 6M | +41.1% | +24.6% | +16.6% | +26.8% |
| YTD | +36.9% | +18.8% | +18.1% | +25.2% |
| 1Y | +23.5% | +19.3% | +4.2% | +12.7% |
| 3Y | +19.6% | +78.2% | -58.6% | -10.4% |
| 5Y | +11.4% | +38.8% | -27.4% | -7.8% |
| 10Y | +160.6% | +197.8% | -37.2% | +54.0% |
| All | +2,627.7% | +14,456.0% | -11,828.3% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling