+19.6%
HPQ vs IP
+18.8%
+0.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.3% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | -3.6% | +7.9% | -11.5% | -5.7% |
| 3M | -5.3% | -15.3% | +10.0% | -1.5% |
| 6M | +41.1% | +10.5% | +30.6% | +36.1% |
| YTD | +36.9% | -9.4% | +46.2% | +37.6% |
| 1Y | +23.5% | -4.6% | +28.2% | +21.8% |
| 3Y | +19.6% | +21.2% | -1.7% | +17.4% |
| All | +19.6% | +18.8% | +0.8% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling