+6.2%
HPQ vs IRE
-97.2%
+103.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +39.6% | -42.9% | -3.1% |
| 7D | -1.1% | -27.2% | +26.1% | -1.1% |
| 30D | -11.7% | -75.1% | +63.4% | -11.9% |
| 3M | +2.0% | -77.9% | +79.8% | +1.8% |
| 6M | +35.9% | -94.6% | +130.4% | +37.5% |
| YTD | +32.7% | -91.5% | +124.2% | +33.0% |
| 1Y | +14.3% | -97.8% | +112.1% | +17.4% |
| All | +6.2% | -97.2% | +103.5% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling