+20.0%
HPQ vs ESI
+40.3%
-20.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +2.2% | +3.9% | -1.7% | +1.8% |
| 30D | +9.7% | -3.8% | +13.5% | +10.1% |
| 3M | +32.7% | -13.1% | +45.9% | +33.7% |
| 6M | +77.7% | +11.3% | +66.4% | +66.5% |
| YTD | +51.0% | +44.1% | +6.9% | +23.4% |
| All | +20.0% | +40.3% | -20.3% | -2.7% |
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