+648.1%
HPQ vs NDAQ
+2,632.1%
-1,983.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -1.9% | +1.7% | -3.6% | -2.4% |
| 30D | -5.7% | +16.2% | -21.9% | -9.7% |
| 3M | -0.4% | +14.0% | -14.4% | -4.3% |
| 6M | +40.0% | +22.3% | +17.8% | +31.7% |
| YTD | +34.6% | +13.0% | +21.6% | +29.1% |
| 1Y | +20.4% | +24.0% | -3.6% | +12.4% |
| 3Y | +18.3% | +117.1% | -98.8% | -6.4% |
| 5Y | +9.6% | +67.5% | -57.9% | -7.3% |
| 10Y | +156.3% | +474.3% | -317.9% | +56.4% |
| All | +648.1% | +2,632.1% | -1,983.9% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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