+149.1%
HPQ vs EXEL
+273.2%
-124.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +6.9% | +8.4% | -1.4% | +5.7% |
| 30D | +14.4% | +4.1% | +10.4% | +13.8% |
| 3M | +25.6% | +12.4% | +13.2% | +23.3% |
| 6M | +75.0% | +41.5% | +33.5% | +66.0% |
| YTD | +50.7% | +34.6% | +16.1% | +43.6% |
| 1Y | +18.7% | +57.9% | -39.2% | +10.2% |
| 3Y | +21.5% | +159.5% | -138.0% | +3.1% |
| 5Y | +31.6% | +198.5% | -166.9% | +8.4% |
| 10Y | +216.1% | +411.4% | -195.3% | +125.9% |
| All | +149.1% | +273.2% | -124.0% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling