+243.8%
HPQ vs NI
+143.3%
+100.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | 0.0% | +9.7% | +9.7% |
| 30D | +22.4% | -1.4% | +23.7% | +22.9% |
| 3M | +45.2% | -10.6% | +55.7% | +50.9% |
| 6M | +96.4% | -9.3% | +105.7% | +102.3% |
| YTD | +65.4% | +1.1% | +64.3% | +62.8% |
| 1Y | +31.6% | +3.4% | +28.2% | +28.1% |
| 3Y | +37.0% | +67.9% | -30.8% | +7.0% |
| 5Y | +53.0% | +98.0% | -45.0% | +9.7% |
| All | +243.8% | +143.3% | +100.6% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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