+2,903.2%
HPQ vs PH
+25,185.5%
-22,282.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +6.9% | -3.1% | +10.0% | +8.4% |
| 30D | +14.4% | -3.2% | +17.7% | +15.8% |
| 3M | +25.6% | +10.6% | +15.0% | +18.8% |
| 6M | +75.0% | -2.1% | +77.2% | +73.1% |
| YTD | +50.7% | +10.2% | +40.5% | +40.8% |
| 1Y | +18.7% | +28.2% | -9.6% | +3.0% |
| 3Y | +21.5% | +134.9% | -113.4% | -21.8% |
| 5Y | +31.6% | +253.6% | -222.1% | -30.4% |
| 10Y | +216.1% | +804.7% | -588.7% | +6.6% |
| All | +2,903.2% | +25,185.5% | -22,282.3% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling