+60.9%
HPQ vs EXE
+182.2%
-121.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.1% | +10.5% | +8.8% |
| 7D | +9.8% | -3.1% | +12.9% | +10.4% |
| 30D | +22.4% | -0.9% | +23.3% | +22.4% |
| 3M | +45.2% | +9.6% | +35.6% | +42.2% |
| 6M | +96.4% | -11.6% | +108.0% | +100.5% |
| YTD | +65.4% | -12.6% | +78.0% | +68.7% |
| 1Y | +31.6% | +1.2% | +30.4% | +29.4% |
| 3Y | +37.0% | +18.0% | +19.0% | +28.2% |
| 5Y | +53.0% | +101.1% | -48.1% | +25.2% |
| All | +60.9% | +182.2% | -121.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling