+156.1%
HPQ vs PH
+698.6%
-542.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +3.2% | +4.1% | -1.0% | +0.8% |
| 30D | -3.6% | -0.1% | -3.5% | -4.4% |
| 3M | -5.3% | -9.6% | +4.3% | -1.1% |
| 6M | +41.1% | +8.5% | +32.6% | +31.2% |
| YTD | +36.9% | +9.4% | +27.5% | +24.7% |
| 1Y | +23.5% | +14.2% | +9.3% | +9.7% |
| 3Y | +19.6% | +134.0% | -114.5% | -32.6% |
| 5Y | +11.4% | +203.8% | -192.4% | -47.7% |
| All | +156.1% | +698.6% | -542.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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