+243.8%
HPQ vs INDA
+84.7%
+159.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +7.8% |
| 7D | +9.8% | -2.7% | +12.4% | +11.7% |
| 30D | +22.4% | -2.8% | +25.1% | +24.6% |
| 3M | +45.2% | +1.6% | +43.5% | +43.7% |
| 6M | +96.4% | -1.4% | +97.9% | +97.6% |
| YTD | +65.4% | -10.1% | +75.5% | +76.2% |
| 1Y | +31.6% | -8.8% | +40.3% | +38.5% |
| 3Y | +37.0% | +7.6% | +29.4% | +28.8% |
| 5Y | +53.0% | +5.8% | +47.2% | +45.1% |
| All | +243.8% | +84.7% | +159.1% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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