+213.9%
HPQ vs ED
+110.5%
+103.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +9.7% | +1.9% | +7.8% | +9.3% |
| 3M | +32.7% | +1.9% | +30.9% | +32.2% |
| 6M | +77.7% | -2.3% | +80.0% | +78.2% |
| YTD | +51.0% | +10.9% | +40.1% | +47.6% |
| 1Y | +18.4% | +14.5% | +3.9% | +14.8% |
| 3Y | +25.6% | +33.4% | -7.8% | +15.1% |
| 5Y | +38.6% | +67.3% | -28.6% | +19.2% |
| All | +213.9% | +110.5% | +103.4% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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