+18.1%
HPQ vs IP
-3.2%
+21.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -5.9% | +9.4% | -15.3% | -7.0% |
| 3M | -3.7% | -14.1% | +10.3% | -1.9% |
| 6M | +28.1% | +9.2% | +18.9% | +27.3% |
| YTD | +32.5% | -7.5% | +40.0% | +32.4% |
| 1Y | +18.1% | -2.8% | +20.9% | +16.2% |
| All | +18.1% | -3.2% | +21.3% | +16.2% |
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