+31.6%
HPQ vs INDA
-8.4%
+40.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.0% |
| 7D | +9.8% | -2.7% | +12.4% | +10.9% |
| 30D | +22.4% | -2.8% | +25.1% | +23.6% |
| 3M | +45.2% | +1.6% | +43.5% | +44.6% |
| 6M | +96.4% | -1.4% | +97.9% | +95.9% |
| YTD | +65.4% | -10.1% | +75.5% | +64.7% |
| 1Y | +31.6% | -8.8% | +40.3% | +29.7% |
| All | +31.6% | -8.4% | +40.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling