+20.6%
HPQ vs IRE
-84.4%
+105.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +2.2% |
| 7D | +6.9% | +54.8% | -47.8% | +7.0% |
| 30D | +14.4% | +18.4% | -3.9% | +14.5% |
| 3M | +25.6% | -66.7% | +92.4% | +27.7% |
| 6M | +75.0% | -52.3% | +127.4% | +78.1% |
| YTD | +50.7% | -52.3% | +103.0% | +51.5% |
| All | +20.6% | -84.4% | +105.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling