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  • HPQ vs IR✓SelectedUSD · IRHPQ vs IR performance historyLatest closeAs of+1.05%09/10
Stock and ETF performance explorer

HPQ vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+134.3%
IR return
+271.9%
Excess return
-137.6%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D+1.0%-0.7%+1.7%+1.4%
7D+3.5%-3.1%+6.6%+5.0%
30D+13.7%-14.0%+27.7%+21.7%
3M+33.9%+3.7%+30.1%+30.4%
6M+80.9%-15.4%+96.3%+91.7%
YTD+52.6%-7.7%+60.2%+53.9%
1Y+21.2%-8.8%+30.1%+22.7%
3Y+26.9%+5.6%+21.3%+17.1%
5Y+41.1%+34.3%+6.8%+14.5%
All+134.3%+271.9%-137.6%+28.6%

Cumulative growth

Daily Returns

Daily percentage return beside IR.

Daily Out/Under-Performance

Portfolio return minus IR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…

10y analysis · Full analysis span regression · 6 months rolling