+18.7%
HPQ vs EW
+11.0%
+7.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.9% | -0.3% | +7.3% | +7.0% |
| 30D | +14.4% | +1.0% | +13.4% | +14.2% |
| 3M | +25.6% | +2.8% | +22.8% | +24.9% |
| 6M | +75.0% | +5.5% | +69.6% | +73.9% |
| YTD | +50.7% | +5.5% | +45.2% | +50.4% |
| 1Y | +18.7% | +11.0% | +7.6% | +17.6% |
| All | +18.7% | +11.0% | +7.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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