+156.1%
HPQ vs EXEL
+320.7%
-164.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | -3.6% | +13.1% | -16.7% | -5.9% |
| 3M | -5.3% | +36.3% | -41.6% | -10.7% |
| 6M | +41.1% | +34.5% | +6.6% | +33.0% |
| YTD | +36.9% | +57.4% | -20.6% | +24.9% |
| 1Y | +23.5% | +62.9% | -39.4% | +11.9% |
| 3Y | +19.6% | +229.5% | -209.9% | -7.9% |
| 5Y | +11.4% | +281.2% | -269.8% | -17.8% |
| All | +156.1% | +320.7% | -164.7% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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