+2,903.2%
HPQ vs EIX
+1,083.9%
+1,819.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +6.9% | -19.1% | +26.0% | +11.5% |
| 30D | +14.4% | -16.9% | +31.4% | +18.4% |
| 3M | +25.6% | -20.0% | +45.6% | +30.9% |
| 6M | +75.0% | -21.3% | +96.4% | +82.6% |
| YTD | +50.7% | -1.7% | +52.4% | +48.5% |
| 1Y | +18.7% | +9.6% | +9.1% | +13.7% |
| 3Y | +21.5% | -3.7% | +25.2% | +18.4% |
| 5Y | +31.6% | +22.6% | +9.0% | +19.9% |
| 10Y | +216.1% | +17.7% | +198.4% | +183.3% |
| All | +2,903.2% | +1,083.9% | +1,819.3% | +1,224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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