+38.6%
HPQ vs PH
+251.4%
-212.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +9.7% | -10.3% | +20.0% | +15.7% |
| 3M | +32.7% | +5.1% | +27.7% | +27.9% |
| 6M | +77.7% | +2.3% | +75.4% | +71.4% |
| YTD | +51.0% | +8.7% | +42.3% | +39.9% |
| 1Y | +18.4% | +26.8% | -8.4% | -0.4% |
| 3Y | +25.6% | +139.2% | -113.6% | -30.3% |
| 5Y | +38.6% | +251.1% | -212.5% | -43.9% |
| All | +38.6% | +251.4% | -212.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling