+2,768.0%
HPQ vs ETR
+4,465.2%
-1,697.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | +3.7% | +1.9% | +1.9% | +3.1% |
| 3M | +24.3% | +1.0% | +23.3% | +23.7% |
| 6M | +64.8% | +4.8% | +59.9% | +61.3% |
| YTD | +43.9% | +19.5% | +24.4% | +35.4% |
| 1Y | +11.7% | +28.1% | -16.5% | +2.8% |
| 3Y | +19.7% | +151.1% | -131.5% | -11.9% |
| 5Y | +32.2% | +125.2% | -92.9% | -0.2% |
| 10Y | +198.9% | +291.1% | -92.2% | +91.4% |
| All | +2,768.0% | +4,465.2% | -1,697.3% | +1,026.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling