+2,635.1%
HPQ vs IP
+327.4%
+2,307.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | -0.3% |
| 7D | -7.5% | -5.0% | -2.5% | -6.0% |
| 30D | -7.2% | +6.5% | -13.8% | -9.5% |
| 3M | +4.2% | -18.0% | +22.3% | +10.9% |
| 6M | +42.3% | +10.3% | +31.9% | +35.4% |
| YTD | +37.2% | -9.9% | +47.1% | +37.7% |
| 1Y | +16.1% | -1.1% | +17.2% | +12.6% |
| 3Y | +21.5% | +13.0% | +8.5% | +9.5% |
| 5Y | +11.3% | -12.3% | +23.5% | +8.5% |
| 10Y | +181.0% | +26.8% | +154.2% | +136.5% |
| All | +2,635.1% | +327.4% | +2,307.8% | +1,143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling