+272.3%
HPQ vs INDA
+111.6%
+160.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.6% |
| 7D | -0.5% | -1.0% | +0.5% | +0.1% |
| 30D | +3.7% | -2.5% | +6.3% | +5.3% |
| 3M | +24.3% | +4.0% | +20.3% | +21.7% |
| 6M | +64.8% | -1.8% | +66.6% | +66.0% |
| YTD | +43.9% | -9.2% | +53.1% | +51.3% |
| 1Y | +11.7% | -7.2% | +18.8% | +15.7% |
| 3Y | +19.7% | +9.8% | +9.8% | +12.4% |
| 5Y | +32.2% | +7.5% | +24.7% | +25.7% |
| 10Y | +198.9% | +80.8% | +118.2% | +112.6% |
| All | +272.3% | +111.6% | +160.7% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling