+18.7%
HPQ vs ITOT
+20.8%
-2.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.5% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +14.4% | 0.0% | +14.4% | +14.5% |
| 3M | +25.6% | +2.0% | +23.7% | +24.3% |
| 6M | +75.0% | +13.0% | +62.0% | +60.0% |
| YTD | +50.7% | +14.0% | +36.7% | +36.2% |
| 1Y | +18.7% | +19.9% | -1.3% | -0.1% |
| All | +18.7% | +20.8% | -2.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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