+18.7%
HPQ vs P
+32.0%
-13.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +6.9% | +6.5% | +0.4% | +5.8% |
| 30D | +14.4% | +18.8% | -4.4% | +11.2% |
| 3M | +25.6% | +26.7% | -1.1% | +20.3% |
| 6M | +75.0% | +62.2% | +12.9% | +62.3% |
| YTD | +50.7% | +48.5% | +2.2% | +40.2% |
| 1Y | +18.7% | +26.4% | -7.7% | +10.3% |
| All | +18.7% | +32.0% | -13.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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