+349.7%
HPQ vs ESI
+224.6%
+125.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.2% |
| 7D | +6.9% | +3.3% | +3.6% | +5.7% |
| 30D | +14.4% | -5.9% | +20.3% | +16.5% |
| 3M | +25.6% | -14.1% | +39.7% | +30.1% |
| 6M | +75.0% | +6.6% | +68.5% | +65.0% |
| YTD | +50.7% | +45.0% | +5.7% | +25.9% |
| 1Y | +18.7% | +41.5% | -22.8% | -0.2% |
| 3Y | +21.5% | +78.8% | -57.2% | -7.3% |
| 5Y | +31.6% | +70.9% | -39.3% | +0.8% |
| 10Y | +216.1% | +317.1% | -101.0% | +76.4% |
| All | +349.7% | +224.6% | +125.1% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling