+2,524.6%
HPQ vs ES
+1,229.2%
+1,295.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.5% | +5.7% | -12.2% | -8.0% |
| 3M | -5.1% | -2.8% | -2.3% | -4.4% |
| 6M | +27.3% | +7.0% | +20.3% | +24.3% |
| YTD | +31.7% | +6.8% | +24.9% | +28.1% |
| 1Y | +13.0% | -0.5% | +13.4% | +11.9% |
| 3Y | +18.3% | +47.2% | -28.9% | +2.0% |
| 5Y | +7.4% | +2.3% | +5.1% | +2.8% |
| 10Y | +154.8% | +85.6% | +69.1% | +98.5% |
| All | +2,524.6% | +1,229.2% | +1,295.3% | +1,096.5% |
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 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