+134.3%
HPQ vs IR
+271.9%
-137.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 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