+39.7%
HPQ vs ETR
+126.1%
-86.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +9.7% | +2.0% | +7.7% | +9.3% |
| 3M | +32.7% | -1.7% | +34.4% | +32.9% |
| 6M | +77.7% | +3.6% | +74.1% | +75.3% |
| YTD | +51.0% | +18.0% | +32.9% | +44.4% |
| 1Y | +18.4% | +26.2% | -7.8% | +11.5% |
| 3Y | +25.6% | +148.0% | -122.4% | -4.6% |
| All | +39.7% | +126.1% | -86.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling