+2,903.2%
HPQ vs ED
+2,217.3%
+686.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.6% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +14.4% | -0.1% | +14.6% | +14.4% |
| 3M | +25.6% | +3.9% | +21.7% | +24.0% |
| 6M | +75.0% | -3.0% | +78.1% | +76.2% |
| YTD | +50.7% | +10.7% | +40.0% | +45.5% |
| 1Y | +18.7% | +13.3% | +5.3% | +13.4% |
| 3Y | +21.5% | +34.5% | -13.0% | +7.8% |
| 5Y | +31.6% | +67.1% | -35.6% | +7.5% |
| 10Y | +216.1% | +103.0% | +113.0% | +132.8% |
| All | +2,903.2% | +2,217.3% | +686.0% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling