+211.1%
HPQ vs HBM
+654.4%
-443.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.3% | -5.5% |
| 7D | -0.5% | +7.4% | -7.8% | -1.8% |
| 30D | +3.7% | +5.1% | -1.3% | +2.4% |
| 3M | +24.3% | +11.1% | +13.2% | +20.5% |
| 6M | +64.8% | +30.2% | +34.5% | +53.2% |
| YTD | +43.9% | +46.2% | -2.3% | +29.5% |
| 1Y | +11.7% | +120.0% | -108.4% | -7.6% |
| 3Y | +19.7% | +527.4% | -507.7% | -21.5% |
| 5Y | +32.2% | +400.4% | -368.2% | -13.3% |
| 10Y | +198.9% | +621.5% | -422.6% | +58.9% |
| All | +211.1% | +654.4% | -443.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling