+19.6%
HPQ vs EXE
+21.0%
-1.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.6% |
| 7D | +3.2% | +5.3% | -2.2% | +2.6% |
| 30D | -3.6% | -2.2% | -1.4% | -3.4% |
| 3M | -5.3% | -5.9% | +0.6% | -4.8% |
| 6M | +41.1% | -5.7% | +46.9% | +41.7% |
| YTD | +36.9% | -17.8% | +54.7% | +40.0% |
| 1Y | +23.5% | -23.1% | +46.7% | +27.8% |
| 3Y | +19.6% | +21.2% | -1.6% | +12.2% |
| All | +19.6% | +21.0% | -1.4% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling