+547.9%
HPQ vs EXR
+3,095.3%
-2,547.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -3.0% | +18.8% | -21.8% | -8.1% |
| 3M | +0.6% | +9.9% | -9.3% | -2.4% |
| 6M | +36.6% | +12.6% | +24.0% | +31.2% |
| YTD | +35.0% | +26.5% | +8.5% | +24.6% |
| 1Y | +23.1% | +24.5% | -1.4% | +14.2% |
| 3Y | +18.6% | +52.4% | -33.8% | +2.0% |
| 5Y | +10.3% | -1.5% | +11.9% | +6.8% |
| 10Y | +157.1% | +216.0% | -58.9% | +70.1% |
| All | +547.9% | +3,095.3% | -2,547.4% | +100.0% |
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