+18.7%
HPQ vs NTR
+43.1%
-24.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +6.9% | +8.1% | -1.2% | +5.9% |
| 30D | +14.4% | +18.8% | -4.3% | +11.9% |
| 3M | +25.6% | +16.2% | +9.4% | +23.2% |
| 6M | +75.0% | +9.8% | +65.3% | +73.0% |
| YTD | +50.7% | +30.9% | +19.8% | +46.7% |
| 1Y | +18.7% | +41.8% | -23.1% | +15.4% |
| All | +18.7% | +43.1% | -24.4% | +15.4% |
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