+41.1%
HPQ vs EXEL
+192.6%
-151.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.3% |
| 7D | +3.5% | -2.9% | +6.4% | +4.0% |
| 30D | +13.7% | +11.9% | +1.8% | +11.6% |
| 3M | +33.9% | +9.2% | +24.6% | +31.7% |
| 6M | +80.9% | +39.1% | +41.8% | +70.5% |
| YTD | +52.6% | +31.0% | +21.5% | +44.8% |
| 1Y | +21.2% | +52.3% | -31.1% | +11.7% |
| 3Y | +26.9% | +159.7% | -132.9% | +2.3% |
| 5Y | +41.1% | +187.7% | -146.6% | +5.4% |
| All | +41.1% | +192.6% | -151.4% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling