+21.3%
HPQ vs NTR
+36.7%
-15.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +5.1% |
| 7D | -7.8% | +4.3% | -12.1% | -8.5% |
| 30D | -4.9% | +2.6% | -7.5% | -5.4% |
| 3M | +4.9% | +8.5% | -3.7% | +3.6% |
| 6M | +47.1% | -3.3% | +50.4% | +48.3% |
| YTD | +39.5% | +19.6% | +19.9% | +35.5% |
| 1Y | +21.3% | +37.6% | -16.3% | +12.9% |
| All | +21.3% | +36.7% | -15.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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