+19.6%
HPQ vs EW
+62.8%
-43.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +3.2% | +4.9% | -1.7% | +2.3% |
| 30D | -3.6% | +23.9% | -27.6% | -7.0% |
| 3M | -5.3% | +15.8% | -21.0% | -7.6% |
| 6M | +41.1% | +31.7% | +9.5% | +34.6% |
| YTD | +36.9% | +25.7% | +11.2% | +31.3% |
| 1Y | +23.5% | +24.4% | -0.9% | +18.7% |
| 3Y | +19.6% | +65.9% | -46.3% | +12.9% |
| All | +19.6% | +62.8% | -43.2% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling