+41.1%
HPQ vs INDA
+4.5%
+36.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | +3.5% | -3.6% | +7.1% | +6.0% |
| 30D | +13.7% | -4.0% | +17.6% | +16.8% |
| 3M | +33.9% | +1.7% | +32.1% | +32.3% |
| 6M | +80.9% | -3.6% | +84.6% | +84.9% |
| YTD | +52.6% | -11.0% | +63.6% | +64.6% |
| 1Y | +21.2% | -9.5% | +30.7% | +28.8% |
| 3Y | +26.9% | +7.6% | +19.2% | +15.2% |
| 5Y | +41.1% | +4.8% | +36.4% | +25.9% |
| All | +41.1% | +4.5% | +36.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling