+38.6%
HPQ vs EW
-29.9%
+68.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +2.2% | -5.1% | +7.3% | +3.6% |
| 30D | +9.7% | -6.4% | +16.1% | +11.5% |
| 3M | +32.7% | -1.6% | +34.3% | +33.0% |
| 6M | +77.7% | +2.3% | +75.4% | +76.2% |
| YTD | +51.0% | +1.1% | +49.9% | +49.9% |
| 1Y | +18.4% | +8.0% | +10.4% | +15.5% |
| 3Y | +25.6% | +16.3% | +9.2% | +15.5% |
| 5Y | +38.6% | -29.4% | +68.0% | +41.7% |
| All | +38.6% | -29.9% | +68.5% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling