+243.8%
HPQ vs IT
+103.1%
+140.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.3% | +3.1% | +6.1% |
| 7D | +9.8% | -3.7% | +13.4% | +11.6% |
| 30D | +22.4% | +0.1% | +22.3% | +21.5% |
| 3M | +45.2% | +20.7% | +24.5% | +30.2% |
| 6M | +96.4% | +12.0% | +84.5% | +81.3% |
| YTD | +65.4% | -28.8% | +94.2% | +84.3% |
| 1Y | +31.6% | -25.5% | +57.1% | +42.7% |
| 3Y | +37.0% | -48.8% | +85.8% | +67.7% |
| 5Y | +53.0% | -42.7% | +95.7% | +71.4% |
| All | +243.8% | +103.1% | +140.7% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling