+3,196.3%
HPQ vs NTRS
+7,800.3%
-4,604.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.0% |
| 7D | +9.8% | +1.4% | +8.4% | +9.2% |
| 30D | +22.4% | -0.7% | +23.0% | +22.6% |
| 3M | +45.2% | +11.3% | +33.8% | +38.4% |
| 6M | +96.4% | +35.5% | +60.9% | +72.3% |
| YTD | +65.4% | +40.6% | +24.8% | +42.4% |
| 1Y | +31.6% | +49.2% | -17.6% | +10.6% |
| 3Y | +37.0% | +167.2% | -130.2% | -10.6% |
| 5Y | +53.0% | +94.9% | -41.9% | +11.8% |
| 10Y | +257.2% | +259.5% | -2.2% | +100.9% |
| All | +3,196.3% | +7,800.3% | -4,604.1% | +529.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 all: compounded portfolio wealth divided by compounded NTRS 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…
all analysis · Full analysis span regression · 6 months rolling