+1.4%
HPQ vs PL
+28.1%
-26.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.4% | -13.7% | -4.2% |
| 7D | -1.1% | -6.8% | +5.7% | -0.7% |
| 30D | -11.7% | -29.3% | +17.6% | -9.4% |
| 3M | +2.0% | -44.8% | +46.7% | +6.6% |
| 6M | +35.9% | -68.4% | +104.2% | +47.2% |
| YTD | +32.7% | -36.4% | +69.0% | +32.9% |
| 1Y | +14.3% | +0.7% | +13.6% | +8.5% |
| 3Y | +17.8% | +455.3% | -437.5% | -14.2% |
| 5Y | +7.6% | +22.7% | -15.1% | -20.5% |
| All | +1.4% | +28.1% | -26.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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