+37.0%
HPQ vs NYT
+56.2%
-19.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.3% |
| 7D | +9.8% | -0.6% | +10.4% | +9.9% |
| 30D | +22.4% | +4.6% | +17.8% | +21.1% |
| 3M | +45.2% | -9.6% | +54.7% | +47.9% |
| 6M | +96.4% | -14.0% | +110.4% | +102.2% |
| YTD | +65.4% | -2.8% | +68.2% | +65.2% |
| 1Y | +31.6% | +15.6% | +16.0% | +25.1% |
| 3Y | +37.0% | +56.3% | -19.3% | +14.4% |
| All | +37.0% | +56.2% | -19.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling