+243.8%
HPQ vs NRG
+1,083.9%
-840.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.0% |
| 7D | +9.8% | -4.7% | +14.4% | +11.0% |
| 30D | +22.4% | -6.0% | +28.3% | +23.8% |
| 3M | +45.2% | -8.0% | +53.1% | +45.2% |
| 6M | +96.4% | -23.2% | +119.6% | +103.9% |
| YTD | +65.4% | -28.1% | +93.4% | +73.5% |
| 1Y | +31.6% | -27.3% | +58.8% | +36.9% |
| 3Y | +37.0% | +208.7% | -171.6% | -15.6% |
| 5Y | +53.0% | +197.7% | -144.7% | -6.7% |
| All | +243.8% | +1,083.9% | -840.1% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling