+51.0%
HPQ vs NRG
+194.8%
-143.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.1% |
| 7D | +9.8% | -4.7% | +14.4% | +10.7% |
| 30D | +22.4% | -6.0% | +28.3% | +23.4% |
| 3M | +45.2% | -8.0% | +53.1% | +44.8% |
| 6M | +96.4% | -23.2% | +119.6% | +102.2% |
| YTD | +65.4% | -28.1% | +93.4% | +71.9% |
| 1Y | +31.6% | -27.3% | +58.8% | +35.7% |
| 3Y | +37.0% | +208.7% | -171.6% | -14.8% |
| All | +51.0% | +194.8% | -143.9% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling