+2,903.2%
HPQ vs ECL
+13,009.7%
-10,106.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.9% | -2.6% | +9.6% | +8.2% |
| 30D | +14.4% | -2.2% | +16.6% | +15.5% |
| 3M | +25.6% | +10.1% | +15.5% | +19.8% |
| 6M | +75.0% | -5.7% | +80.8% | +78.6% |
| YTD | +50.7% | +7.0% | +43.7% | +44.9% |
| 1Y | +18.7% | +2.7% | +16.0% | +15.9% |
| 3Y | +21.5% | +57.7% | -36.2% | -3.7% |
| 5Y | +31.6% | +31.1% | +0.4% | +11.8% |
| 10Y | +216.1% | +150.9% | +65.2% | +102.0% |
| All | +2,903.2% | +13,009.7% | -10,106.4% | +475.1% |
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