+3,196.3%
HPQ vs NYT
+758.3%
+2,437.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 3M | +45.2% | -9.6% | +54.7% | +48.6% |
| 6M | +96.4% | -14.0% | +110.4% | +103.5% |
| YTD | +65.4% | -2.8% | +68.2% | +64.9% |
| 1Y | +31.6% | +15.6% | +16.0% | +24.5% |
| 3Y | +37.0% | +56.3% | -19.3% | +17.2% |
| 5Y | +53.0% | +39.5% | +13.5% | +32.3% |
| 10Y | +257.2% | +488.0% | -230.8% | +98.7% |
| All | +3,196.3% | +758.3% | +2,437.9% | +1,218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling