+623.2%
HPQ vs EXR
+2,662.2%
-2,039.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.6% |
| 7D | +6.9% | -2.6% | +9.5% | +7.8% |
| 30D | +14.4% | -7.2% | +21.6% | +17.2% |
| 3M | +25.6% | -3.5% | +29.1% | +27.0% |
| 6M | +75.0% | -5.3% | +80.3% | +77.4% |
| YTD | +50.7% | +9.4% | +41.3% | +45.7% |
| 1Y | +18.7% | +1.3% | +17.3% | +17.4% |
| 3Y | +21.5% | +22.4% | -0.9% | +11.6% |
| 5Y | +31.6% | -12.2% | +43.8% | +31.9% |
| 10Y | +216.1% | +148.6% | +67.5% | +124.8% |
| All | +623.2% | +2,662.2% | -2,039.1% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling