+2,627.7%
HPQ vs PH
+25,056.6%
-22,428.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | +4.3% | -1.2% | +1.1% |
| 30D | -3.6% | +0.1% | -3.8% | -4.4% |
| 3M | -5.3% | -9.4% | +4.1% | -1.9% |
| 6M | +41.1% | +8.8% | +32.4% | +33.0% |
| YTD | +36.9% | +9.6% | +27.2% | +27.1% |
| 1Y | +23.5% | +14.4% | +9.1% | +12.4% |
| 3Y | +19.6% | +134.5% | -114.9% | -23.3% |
| 5Y | +11.4% | +204.4% | -193.0% | -37.3% |
| 10Y | +160.6% | +697.3% | -536.7% | -8.0% |
| All | +2,627.7% | +25,056.6% | -22,428.9% | +127.3% |
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 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