+13.1%
HPQ vs ESI
+36.5%
-23.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +3.2% | +5.5% | -2.4% | +1.0% |
| 30D | -3.6% | -7.8% | +4.1% | -1.5% |
| 3M | -5.3% | -15.0% | +9.7% | -0.6% |
| 6M | +41.1% | -24.9% | +66.0% | +52.5% |
| YTD | +36.9% | +33.2% | +3.6% | +7.2% |
| 1Y | +23.5% | +24.9% | -1.4% | 0.0% |
| 3Y | +19.6% | +77.8% | -58.2% | -23.3% |
| All | +13.1% | +36.5% | -23.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling