+7.4%
HPQ vs IBB
+41.1%
-33.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.2% |
| 7D | -0.6% | +2.7% | -3.3% | -2.2% |
| 30D | -6.5% | +6.3% | -12.8% | -9.8% |
| 3M | -5.1% | +11.1% | -16.1% | -11.4% |
| 6M | +27.3% | +29.2% | -1.9% | +7.8% |
| YTD | +31.7% | +30.2% | +1.5% | +10.0% |
| 1Y | +13.0% | +39.5% | -26.5% | -10.2% |
| 3Y | +18.3% | +92.3% | -74.0% | -25.6% |
| 5Y | +7.4% | +43.0% | -35.6% | -25.6% |
| All | +7.4% | +41.1% | -33.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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