+392.7%
HPQ vs ITOT
+879.4%
-486.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.7% |
| 7D | +3.5% | -2.0% | +5.5% | +5.7% |
| 30D | +13.7% | -2.0% | +15.6% | +16.0% |
| 3M | +33.9% | +4.5% | +29.3% | +27.4% |
| 6M | +80.9% | +12.6% | +68.3% | +58.7% |
| YTD | +52.6% | +12.0% | +40.6% | +34.5% |
| 1Y | +21.2% | +17.3% | +4.0% | +2.0% |
| 3Y | +26.9% | +75.2% | -48.4% | -29.9% |
| 5Y | +41.1% | +74.0% | -32.9% | -20.6% |
| 10Y | +229.6% | +298.6% | -69.1% | -17.2% |
| All | +392.7% | +879.4% | -486.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling