+21.3%
HPQ vs IT
-17.9%
+39.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.5% |
| 7D | -7.8% | -5.5% | -2.3% | -6.8% |
| 30D | -4.9% | +10.3% | -15.2% | -7.9% |
| 3M | +4.9% | +11.5% | -6.7% | +0.2% |
| 6M | +47.1% | +40.3% | +6.8% | +31.1% |
| YTD | +39.5% | -17.9% | +57.4% | +40.5% |
| 1Y | +21.3% | -8.8% | +30.1% | +15.2% |
| All | +21.3% | -17.9% | +39.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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