+6.1%
HPQ vs IRE
-97.7%
+103.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.8% | +16.4% | +0.5% |
| 7D | +0.5% | -41.9% | +42.4% | +0.5% |
| 30D | -5.9% | -75.1% | +69.2% | -6.1% |
| 3M | -3.7% | -82.4% | +78.7% | -4.0% |
| 6M | +28.1% | -95.5% | +123.6% | +29.6% |
| YTD | +32.5% | -93.1% | +125.5% | +32.7% |
| 1Y | +18.1% | -97.8% | +115.9% | +20.4% |
| All | +6.1% | -97.7% | +103.8% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling