+165.5%
HPQ vs IP
+26.3%
+139.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.7% |
| 7D | -1.1% | -5.1% | +3.9% | +1.0% |
| 30D | -11.7% | +8.5% | -20.2% | -15.0% |
| 3M | +2.0% | -13.8% | +15.8% | +7.8% |
| 6M | +35.9% | +5.7% | +30.1% | +29.9% |
| YTD | +32.7% | -9.1% | +41.8% | +32.5% |
| 1Y | +14.3% | -0.8% | +15.1% | +9.1% |
| 3Y | +17.8% | +14.8% | +3.0% | -0.8% |
| 5Y | +7.6% | -11.5% | +19.1% | +1.8% |
| All | +165.5% | +26.3% | +139.3% | +102.1% |
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