+223.0%
HPQ vs P
+694.3%
-471.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +5.1% |
| 7D | +1.3% | +5.0% | -3.8% | -0.3% |
| 30D | +8.7% | -0.9% | +9.6% | +8.2% |
| 3M | +31.5% | +38.7% | -7.2% | +17.0% |
| 6M | +76.0% | +54.4% | +21.6% | +50.5% |
| YTD | +49.5% | +44.8% | +4.7% | +28.4% |
| 1Y | +17.3% | +22.5% | -5.3% | +3.2% |
| 3Y | +24.4% | +148.2% | -123.9% | -20.2% |
| 5Y | +37.3% | +268.9% | -231.6% | -25.8% |
| 10Y | +223.0% | +696.9% | -473.9% | +37.7% |
| All | +223.0% | +694.3% | -471.3% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling