+39.7%
HPQ vs EXE
+98.8%
-59.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.2% |
| 7D | +2.2% | -2.7% | +5.0% | +2.7% |
| 30D | +9.7% | -0.4% | +10.1% | +9.8% |
| 3M | +32.7% | +9.5% | +23.2% | +30.1% |
| 6M | +77.7% | -9.3% | +87.1% | +80.5% |
| YTD | +51.0% | -10.9% | +61.9% | +53.5% |
| 1Y | +18.4% | +4.3% | +14.1% | +15.7% |
| 3Y | +25.6% | +18.8% | +6.8% | +17.5% |
| All | +39.7% | +98.8% | -59.1% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling