+243.8%
HPQ vs EXR
+151.8%
+92.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.1% |
| 7D | +9.8% | -1.2% | +10.9% | +10.2% |
| 30D | +22.4% | -6.2% | +28.6% | +25.1% |
| 3M | +45.2% | -7.4% | +52.6% | +49.0% |
| 6M | +96.4% | -0.5% | +97.0% | +95.9% |
| YTD | +65.4% | +8.1% | +57.3% | +59.9% |
| 1Y | +31.6% | -2.9% | +34.4% | +31.9% |
| 3Y | +37.0% | +22.9% | +14.1% | +24.2% |
| 5Y | +53.0% | -10.2% | +63.2% | +52.5% |
| All | +243.8% | +151.8% | +92.0% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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