+40.0%
HPQ vs EXE
+192.2%
-152.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.5% | -1.8% | +1.3% | -0.1% |
| 30D | +3.7% | +6.4% | -2.7% | +2.4% |
| 3M | +24.3% | +9.2% | +15.1% | +21.9% |
| 6M | +64.8% | -7.0% | +71.7% | +66.6% |
| YTD | +43.9% | -9.5% | +53.4% | +45.9% |
| 1Y | +11.7% | +6.2% | +5.4% | +8.8% |
| 3Y | +19.7% | +20.7% | -1.1% | +11.6% |
| 5Y | +32.2% | +103.6% | -71.4% | +8.1% |
| All | +40.0% | +192.2% | -152.2% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling