+2,583.1%
HPQ vs ECL
+14,227.3%
-11,644.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -5.7% | +6.6% | -12.3% | -8.5% |
| 3M | -0.4% | +9.6% | -10.0% | -4.8% |
| 6M | +40.0% | +21.6% | +18.4% | +27.2% |
| YTD | +34.6% | +16.9% | +17.7% | +24.0% |
| 1Y | +20.4% | +17.9% | +2.5% | +10.4% |
| 3Y | +18.3% | +76.5% | -58.2% | -11.0% |
| 5Y | +9.6% | +36.6% | -27.0% | -8.6% |
| 10Y | +156.3% | +193.2% | -36.8% | +52.6% |
| All | +2,583.1% | +14,227.3% | -11,644.2% | +392.3% |
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