+243.8%
HPQ vs EW
+120.5%
+123.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.8% | +11.2% | +9.3% |
| 7D | +9.8% | -6.2% | +15.9% | +12.1% |
| 30D | +22.4% | -9.3% | +31.7% | +26.4% |
| 3M | +45.2% | -1.6% | +46.8% | +45.5% |
| 6M | +96.4% | -0.8% | +97.3% | +95.8% |
| YTD | +65.4% | -1.0% | +66.4% | +64.6% |
| 1Y | +31.6% | +8.2% | +23.4% | +26.6% |
| 3Y | +37.0% | +12.7% | +24.3% | +23.2% |
| 5Y | +53.0% | -30.2% | +83.2% | +62.0% |
| All | +243.8% | +120.5% | +123.4% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling