+17.4%
HPQ vs IP
-2.1%
+19.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | -0.6% | -3.0% | +2.4% | -0.3% |
| 30D | -6.5% | +10.6% | -17.1% | -7.7% |
| 3M | -5.1% | -13.6% | +8.5% | -3.3% |
| 6M | +27.3% | +10.4% | +16.9% | +26.3% |
| YTD | +31.7% | -6.5% | +38.2% | +31.5% |
| All | +17.4% | -2.1% | +19.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling