+18.7%
HPQ vs ESI
+44.5%
-25.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.9% |
| 7D | +6.9% | +3.3% | +3.6% | +6.5% |
| 30D | +14.4% | -5.9% | +20.3% | +15.2% |
| 3M | +25.6% | -14.1% | +39.7% | +26.9% |
| 6M | +75.0% | +6.6% | +68.5% | +66.6% |
| YTD | +50.7% | +45.0% | +5.7% | +22.9% |
| 1Y | +18.7% | +41.5% | -22.8% | -4.1% |
| All | +18.7% | +44.5% | -25.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling