+243.8%
HPQ vs ETR
+296.9%
-53.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.5% |
| 7D | +9.8% | -1.8% | +11.6% | +10.4% |
| 30D | +22.4% | -1.8% | +24.1% | +23.0% |
| 3M | +45.2% | -3.6% | +48.7% | +46.6% |
| 6M | +96.4% | +2.6% | +93.8% | +92.5% |
| YTD | +65.4% | +16.0% | +49.4% | +54.3% |
| 1Y | +31.6% | +20.1% | +11.4% | +21.0% |
| 3Y | +37.0% | +143.6% | -106.6% | -9.3% |
| 5Y | +53.0% | +124.4% | -71.4% | +3.5% |
| All | +243.8% | +296.9% | -53.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling