+38.6%
HPQ vs IR
+40.4%
-1.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +7.0% | +5.9% |
| 7D | +2.2% | -1.9% | +4.1% | +3.2% |
| 30D | +9.7% | -15.0% | +24.8% | +18.6% |
| 3M | +32.7% | -0.4% | +33.2% | +31.5% |
| 6M | +77.7% | -15.0% | +92.8% | +88.9% |
| YTD | +51.0% | -7.1% | +58.0% | +51.2% |
| 1Y | +18.4% | -7.5% | +25.9% | +18.5% |
| 3Y | +25.6% | +6.3% | +19.3% | +10.6% |
| 5Y | +38.6% | +37.3% | +1.3% | -2.0% |
| All | +38.6% | +40.4% | -1.7% | -2.0% |
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