+129.0%
HPQ vs NVMI
+1,976.9%
-1,848.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +2.2% | +6.9% | -4.7% | +1.4% |
| 30D | +9.7% | -2.8% | +12.6% | +10.0% |
| 3M | +32.7% | -27.3% | +60.1% | +36.9% |
| 6M | +77.7% | -13.7% | +91.4% | +77.9% |
| YTD | +51.0% | +13.8% | +37.1% | +45.0% |
| 1Y | +18.4% | +34.9% | -16.5% | +10.9% |
| 3Y | +25.6% | +213.5% | -188.0% | +3.1% |
| 5Y | +38.6% | +272.5% | -233.8% | +10.7% |
| 10Y | +226.1% | +3,142.4% | -2,916.3% | +107.0% |
| All | +129.0% | +1,976.9% | -1,848.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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