+305.3%
HPQ vs ICE
+2,279.0%
-1,973.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | +3.7% | +5.0% | -1.2% | +2.2% |
| 3M | +24.3% | +13.9% | +10.4% | +19.5% |
| 6M | +64.8% | -4.4% | +69.2% | +66.4% |
| YTD | +43.9% | -1.9% | +45.8% | +43.9% |
| 1Y | +11.7% | -8.1% | +19.8% | +13.7% |
| 3Y | +19.7% | +42.5% | -22.8% | +7.0% |
| 5Y | +32.2% | +40.6% | -8.4% | +18.2% |
| 10Y | +198.9% | +217.1% | -18.2% | +116.6% |
| All | +305.3% | +2,279.0% | -1,973.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ICE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling