+39.7%
HPQ vs HBM
+371.5%
-331.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +2.2% | +5.5% | -3.3% | +1.2% |
| 30D | +9.7% | +3.3% | +6.5% | +8.6% |
| 3M | +32.7% | +12.7% | +20.1% | +28.3% |
| 6M | +77.7% | +28.2% | +49.5% | +64.9% |
| YTD | +51.0% | +45.3% | +5.7% | +34.3% |
| 1Y | +18.4% | +121.7% | -103.3% | -5.3% |
| 3Y | +25.6% | +523.5% | -498.0% | -25.3% |
| All | +39.7% | +371.5% | -331.8% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling