+2,544.1%
HPQ vs ES
+1,235.9%
+1,308.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | -11.7% | +7.1% | -18.8% | -13.5% |
| 3M | +2.0% | -1.9% | +3.9% | +2.5% |
| 6M | +35.9% | +4.4% | +31.5% | +33.6% |
| YTD | +32.7% | +7.3% | +25.4% | +28.9% |
| 1Y | +14.3% | +2.1% | +12.2% | +12.3% |
| 3Y | +17.8% | +41.8% | -24.0% | +2.8% |
| 5Y | +7.6% | +1.4% | +6.1% | +3.2% |
| 10Y | +171.7% | +86.8% | +84.9% | +111.2% |
| All | +2,544.1% | +1,235.9% | +1,308.1% | +1,103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling