+383.8%
HPQ vs EFV
+253.2%
+130.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.6% |
| 30D | +8.7% | 0.0% | +8.7% | +8.7% |
| 3M | +31.5% | +8.4% | +23.0% | +22.8% |
| 6M | +76.0% | +12.3% | +63.7% | +58.9% |
| YTD | +49.5% | +17.4% | +32.1% | +29.9% |
| 1Y | +17.3% | +27.1% | -9.9% | -4.5% |
| 3Y | +24.4% | +90.7% | -66.4% | -27.1% |
| 5Y | +37.3% | +95.6% | -58.3% | -20.6% |
| 10Y | +223.0% | +165.3% | +57.7% | +51.6% |
| All | +383.8% | +253.2% | +130.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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