+10.3%
HPQ vs IR
+46.1%
-35.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | -3.2% | +1.1% | -4.3% | -3.8% |
| 30D | -3.0% | +7.6% | -10.6% | -6.8% |
| 3M | +0.6% | +0.1% | +0.5% | -0.2% |
| 6M | +36.6% | +14.0% | +22.6% | +25.8% |
| YTD | +35.0% | +7.5% | +27.5% | +25.2% |
| 1Y | +23.1% | +10.1% | +12.9% | +12.4% |
| 3Y | +18.6% | +24.9% | -6.2% | -4.0% |
| 5Y | +10.3% | +46.9% | -36.5% | -23.8% |
| All | +10.3% | +46.1% | -35.7% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling