+25.1%
HPQ vs ESI
+81.4%
-56.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | +2.2% | +3.9% | -1.7% | +1.0% |
| 30D | +9.7% | -3.8% | +13.5% | +10.8% |
| 3M | +32.7% | -13.1% | +45.9% | +36.2% |
| 6M | +77.7% | +11.3% | +66.4% | +61.6% |
| YTD | +51.0% | +44.1% | +6.9% | +19.0% |
| 1Y | +18.4% | +40.3% | -21.9% | -5.9% |
| All | +25.1% | +81.4% | -56.3% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling