+41.1%
HPQ vs HIG
+118.8%
-77.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +3.5% | -2.3% | +5.8% | +4.7% |
| 30D | +13.7% | -1.2% | +14.9% | +14.3% |
| 3M | +33.9% | +6.3% | +27.6% | +30.0% |
| 6M | +80.9% | +0.6% | +80.3% | +79.6% |
| YTD | +52.6% | +0.6% | +52.0% | +51.2% |
| 1Y | +21.2% | +6.1% | +15.1% | +16.8% |
| 3Y | +26.9% | +102.0% | -75.1% | -18.3% |
| 5Y | +41.1% | +119.2% | -78.1% | -15.7% |
| All | +41.1% | +118.8% | -77.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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