+18.7%
HPQ vs NRG
-18.6%
+37.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +2.7% |
| 7D | +6.9% | +7.1% | -0.2% | +7.5% |
| 30D | +14.4% | -1.4% | +15.9% | +14.3% |
| 3M | +25.6% | -10.5% | +36.1% | +24.7% |
| 6M | +75.0% | -26.7% | +101.8% | +76.6% |
| YTD | +50.7% | -24.5% | +75.2% | +50.8% |
| 1Y | +18.7% | -18.6% | +37.2% | +21.3% |
| All | +18.7% | -18.6% | +37.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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