+329.7%
HPQ vs ET
+1,438.5%
-1,108.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.6% |
| 7D | +9.8% | +0.2% | +9.5% | +9.7% |
| 30D | +22.4% | +2.9% | +19.5% | +21.4% |
| 3M | +45.2% | +16.8% | +28.4% | +39.2% |
| 6M | +96.4% | +18.9% | +77.6% | +87.1% |
| YTD | +65.4% | +37.7% | +27.7% | +51.4% |
| 1Y | +31.6% | +32.4% | -0.9% | +21.6% |
| 3Y | +37.0% | +99.5% | -62.5% | +13.2% |
| 5Y | +53.0% | +244.0% | -191.0% | +9.4% |
| 10Y | +257.2% | +172.1% | +85.1% | +151.1% |
| All | +329.7% | +1,438.5% | -1,108.8% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling