+157.6%
HPQ vs IP
+24.7%
+132.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -5.9% | +9.4% | -15.3% | -9.7% |
| 3M | -3.7% | -14.1% | +10.3% | +1.8% |
| 6M | +28.1% | +9.2% | +18.9% | +20.8% |
| YTD | +32.5% | -7.5% | +40.0% | +31.3% |
| 1Y | +18.1% | -2.8% | +20.9% | +14.0% |
| 3Y | +16.4% | +21.2% | -4.8% | -4.6% |
| 5Y | +8.9% | -11.5% | +20.4% | +3.1% |
| 10Y | +157.6% | +23.7% | +134.0% | +89.3% |
| All | +157.6% | +24.7% | +132.9% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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