+213.9%
HPQ vs ESI
+330.1%
-116.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.4% |
| 7D | +2.2% | +3.9% | -1.7% | +0.5% |
| 30D | +9.7% | -3.8% | +13.5% | +11.1% |
| 3M | +32.7% | -13.1% | +45.9% | +37.7% |
| 6M | +77.7% | +11.3% | +66.4% | +61.4% |
| YTD | +51.0% | +44.1% | +6.9% | +19.7% |
| 1Y | +18.4% | +40.3% | -21.9% | -5.3% |
| 3Y | +25.6% | +84.1% | -58.5% | -13.7% |
| 5Y | +38.6% | +75.8% | -37.2% | -4.7% |
| All | +213.9% | +330.1% | -116.2% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling