+31.6%
HPQ vs ETR
+21.8%
+9.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.4% |
| 7D | +9.8% | -1.8% | +11.6% | +9.5% |
| 30D | +22.4% | -1.8% | +24.1% | +22.1% |
| 3M | +45.2% | -3.6% | +48.7% | +44.5% |
| 6M | +96.4% | +2.6% | +93.8% | +92.1% |
| YTD | +65.4% | +16.0% | +49.4% | +56.0% |
| 1Y | +31.6% | +20.1% | +11.4% | +24.1% |
| All | +31.6% | +21.8% | +9.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling