+21.3%
HPQ vs NRG
-50.8%
+72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -13.5% | +19.4% | +4.2% |
| 7D | -7.8% | -13.7% | +6.0% | -9.2% |
| 30D | -4.9% | -13.6% | +8.7% | -6.3% |
| 3M | +4.9% | -28.5% | +33.4% | +1.5% |
| 6M | +47.1% | -45.8% | +92.8% | +42.2% |
| YTD | +39.5% | -46.9% | +86.5% | +34.5% |
| 1Y | +21.3% | -49.7% | +71.0% | +19.3% |
| All | +21.3% | -50.8% | +72.0% | +19.3% |
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