+36.2%
HPQ vs IP
-17.2%
+53.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.5% |
| 7D | +6.9% | -5.3% | +12.2% | +8.8% |
| 30D | +14.4% | -10.9% | +25.3% | +18.7% |
| 3M | +25.6% | +11.2% | +14.4% | +20.3% |
| 6M | +75.0% | -10.2% | +85.3% | +79.2% |
| YTD | +50.7% | -2.0% | +52.7% | +48.1% |
| 1Y | +18.7% | -19.1% | +37.7% | +25.1% |
| 3Y | +21.5% | +20.9% | +0.7% | +5.0% |
| All | +36.2% | -17.2% | +53.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling