+131.4%
HPQ vs IR
+288.5%
-157.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.6% |
| 7D | +6.9% | -2.8% | +9.8% | +8.3% |
| 30D | +14.4% | -15.1% | +29.6% | +23.2% |
| 3M | +25.6% | +6.1% | +19.6% | +21.0% |
| 6M | +75.0% | -16.8% | +91.9% | +87.1% |
| YTD | +50.7% | -3.5% | +54.2% | +49.0% |
| 1Y | +18.7% | -3.5% | +22.1% | +17.0% |
| 3Y | +21.5% | +9.5% | +12.0% | +10.3% |
| 5Y | +31.6% | +45.1% | -13.5% | +3.1% |
| All | +131.4% | +288.5% | -157.1% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling