+224.5%
HPQ vs P
+504.9%
-280.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -2.4% |
| 7D | -0.6% | -9.6% | +9.0% | +1.3% |
| 30D | -6.5% | -33.4% | +27.0% | +2.7% |
| 3M | -5.1% | +14.2% | -19.3% | -11.1% |
| 6M | +27.3% | +31.6% | -4.3% | +12.9% |
| YTD | +31.7% | +53.5% | -21.8% | +10.2% |
| 1Y | +13.0% | +14.2% | -1.2% | +0.7% |
| 3Y | +18.3% | +190.5% | -172.2% | -25.8% |
| 5Y | +7.4% | +256.3% | -249.0% | -38.7% |
| 10Y | +154.8% | +707.9% | -553.1% | +12.6% |
| All | +224.5% | +504.9% | -280.5% | +39.9% |
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