+18.7%
HPQ vs IT
-24.5%
+43.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.6% |
| 7D | +6.9% | -6.0% | +13.0% | +8.7% |
| 30D | +14.4% | 0.0% | +14.4% | +13.7% |
| 3M | +25.6% | +13.1% | +12.5% | +19.3% |
| 6M | +75.0% | +11.7% | +63.3% | +66.2% |
| YTD | +50.7% | -26.1% | +76.8% | +58.8% |
| 1Y | +18.7% | -21.3% | +39.9% | +21.8% |
| All | +18.7% | -24.5% | +43.1% | +21.8% |
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