+556.8%
HPQ vs EXR
+3,081.1%
-2,524.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | -3.6% | +18.2% | -21.8% | -8.5% |
| 3M | -5.3% | +7.3% | -12.6% | -7.5% |
| 6M | +41.1% | +13.8% | +27.3% | +35.2% |
| YTD | +36.9% | +25.9% | +10.9% | +26.5% |
| 1Y | +23.5% | +25.8% | -2.3% | +14.2% |
| 3Y | +19.6% | +53.7% | -34.1% | +2.5% |
| 5Y | +11.4% | -1.8% | +13.2% | +7.9% |
| 10Y | +160.6% | +214.5% | -53.9% | +72.7% |
| All | +556.8% | +3,081.1% | -2,524.2% | +103.0% |
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