+271.3%
HPQ vs P
+485.4%
-214.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +6.9% | +6.5% | +0.4% | +5.1% |
| 30D | +14.4% | +18.8% | -4.4% | +8.5% |
| 3M | +25.6% | +26.7% | -1.1% | +15.6% |
| 6M | +75.0% | +62.2% | +12.9% | +49.5% |
| YTD | +50.7% | +48.5% | +2.2% | +30.2% |
| 1Y | +18.7% | +26.4% | -7.7% | +4.8% |
| 3Y | +21.5% | +159.4% | -137.9% | -19.6% |
| 5Y | +31.6% | +275.8% | -244.2% | -24.4% |
| 10Y | +216.1% | +732.0% | -516.0% | +43.3% |
| All | +271.3% | +485.4% | -214.0% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling