+20.0%
HPQ vs EW
+7.5%
+12.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +2.2% | -5.1% | +7.3% | +3.2% |
| 30D | +9.7% | -6.4% | +16.1% | +11.0% |
| 3M | +32.7% | -1.6% | +34.3% | +33.1% |
| 6M | +77.7% | +2.3% | +75.4% | +77.4% |
| YTD | +51.0% | +1.1% | +49.9% | +52.0% |
| All | +20.0% | +7.5% | +12.5% | +18.6% |
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