+32.1%
HPQ vs EXC
+46.8%
-14.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | +3.7% | -2.7% | +6.4% | +4.3% |
| 3M | +24.3% | -1.0% | +25.3% | +24.6% |
| 6M | +64.8% | -9.3% | +74.0% | +68.1% |
| YTD | +43.9% | +3.6% | +40.3% | +42.2% |
| 1Y | +11.7% | +5.9% | +5.7% | +9.6% |
| 3Y | +19.7% | +21.3% | -1.6% | +10.3% |
| All | +32.1% | +46.8% | -14.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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