+37.0%
HPQ vs ET
+96.2%
-59.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.7% |
| 7D | +9.8% | +0.2% | +9.5% | +9.6% |
| 30D | +22.4% | +2.9% | +19.5% | +21.1% |
| 3M | +45.2% | +16.8% | +28.4% | +37.0% |
| 6M | +96.4% | +18.9% | +77.6% | +83.1% |
| YTD | +65.4% | +37.7% | +27.7% | +44.6% |
| 1Y | +31.6% | +32.4% | -0.9% | +16.8% |
| 3Y | +37.0% | +99.5% | -62.5% | +2.8% |
| All | +37.0% | +96.2% | -59.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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