+217.2%
HPQ vs IBN
+316.4%
-99.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +3.5% | -5.5% | +9.0% | +5.4% |
| 30D | +13.7% | -3.4% | +17.1% | +14.9% |
| 3M | +33.9% | +8.7% | +25.2% | +30.0% |
| 6M | +80.9% | +3.7% | +77.2% | +78.0% |
| YTD | +52.6% | -2.4% | +54.9% | +52.9% |
| 1Y | +21.2% | -8.1% | +29.3% | +23.6% |
| 3Y | +26.9% | +26.3% | +0.6% | +14.7% |
| 5Y | +41.1% | +54.9% | -13.8% | +18.2% |
| All | +217.2% | +316.4% | -99.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling