+223.0%
HPQ vs ES
+83.1%
+139.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.2% |
| 30D | +8.7% | -1.0% | +9.7% | +9.0% |
| 3M | +31.5% | +1.5% | +30.0% | +30.8% |
| 6M | +76.0% | -3.5% | +79.5% | +77.0% |
| YTD | +49.5% | +7.0% | +42.6% | +45.5% |
| 1Y | +17.3% | +15.3% | +1.9% | +10.7% |
| 3Y | +24.4% | +30.2% | -5.8% | +10.4% |
| 5Y | +37.3% | -4.3% | +41.6% | +34.9% |
| 10Y | +223.0% | +87.5% | +135.5% | +171.5% |
| All | +223.0% | +83.1% | +139.9% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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