+18.7%
HPQ vs HBM
+123.0%
-104.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.2% |
| 7D | +6.9% | -6.4% | +13.3% | +7.1% |
| 30D | +14.4% | +5.9% | +8.5% | +14.1% |
| 3M | +25.6% | -8.9% | +34.5% | +26.1% |
| 6M | +75.0% | +10.7% | +64.4% | +73.9% |
| YTD | +50.7% | +38.3% | +12.4% | +45.2% |
| 1Y | +18.7% | +121.3% | -102.7% | +12.7% |
| All | +18.7% | +123.0% | -104.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling