+115.1%
HPQ vs IBN
+1,760.3%
-1,645.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | +1.9% | +1.3% | +2.7% |
| 30D | -3.6% | +22.1% | -25.7% | -8.2% |
| 3M | -5.3% | +17.1% | -22.4% | -8.9% |
| 6M | +41.1% | +35.5% | +5.6% | +30.9% |
| YTD | +36.9% | +16.8% | +20.1% | +31.2% |
| 1Y | +23.5% | +12.4% | +11.1% | +19.5% |
| 3Y | +19.6% | +58.0% | -38.5% | +5.8% |
| 5Y | +11.4% | +73.7% | -62.3% | -3.9% |
| 10Y | +160.6% | +385.6% | -225.0% | +70.6% |
| All | +115.1% | +1,760.3% | -1,645.2% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling