+2,627.7%
HPQ vs ED
+2,513.4%
+114.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +3.2% | +2.1% | +1.1% | +2.5% |
| 30D | -3.6% | +10.4% | -14.0% | -6.4% |
| 3M | -5.3% | +12.5% | -17.8% | -8.6% |
| 6M | +41.1% | +14.9% | +26.2% | +35.2% |
| YTD | +36.9% | +24.8% | +12.0% | +27.5% |
| 1Y | +23.5% | +23.8% | -0.3% | +15.1% |
| 3Y | +19.6% | +51.6% | -32.1% | +2.5% |
| 5Y | +11.4% | +86.4% | -75.0% | -11.6% |
| 10Y | +160.6% | +145.4% | +15.2% | +80.8% |
| All | +2,627.7% | +2,513.4% | +114.3% | +667.5% |
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