+108.8%
HPQ vs PINS
-20.9%
+129.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | +3.5% | -9.9% | +13.4% | +5.3% |
| 30D | +13.7% | -20.9% | +34.6% | +18.3% |
| 3M | +33.9% | -13.7% | +47.6% | +36.7% |
| 6M | +80.9% | -3.0% | +84.0% | +80.3% |
| YTD | +52.6% | -27.5% | +80.0% | +59.1% |
| 1Y | +21.2% | -46.8% | +68.0% | +32.8% |
| 3Y | +26.9% | -31.8% | +58.7% | +28.9% |
| 5Y | +41.1% | -65.4% | +106.5% | +51.7% |
| All | +108.8% | -20.9% | +129.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PINS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling