+2,903.2%
HPQ vs EXC
+2,353.7%
+549.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +6.9% | +0.3% | +6.7% | +6.8% |
| 30D | +14.4% | -3.7% | +18.2% | +15.8% |
| 3M | +25.6% | -1.3% | +26.9% | +26.0% |
| 6M | +75.0% | -9.7% | +84.7% | +80.3% |
| YTD | +50.7% | +2.9% | +47.8% | +48.4% |
| 1Y | +18.7% | +4.4% | +14.3% | +16.1% |
| 3Y | +21.5% | +22.2% | -0.7% | +10.9% |
| 5Y | +31.6% | +46.7% | -15.1% | +12.3% |
| 10Y | +216.1% | +155.3% | +60.7% | +124.6% |
| All | +2,903.2% | +2,353.7% | +549.5% | +1,085.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling