+0.6%
HPQ vs PL
+46.6%
-46.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.5% | -15.2% | -1.9% |
| 7D | -0.6% | +10.9% | -11.5% | -1.7% |
| 30D | -6.5% | -16.4% | +9.9% | -5.4% |
| 3M | -5.1% | -39.9% | +34.9% | -1.5% |
| 6M | +27.3% | -63.2% | +90.5% | +36.2% |
| YTD | +31.7% | -27.1% | +58.8% | +30.4% |
| 1Y | +13.0% | +12.2% | +0.8% | +6.3% |
| 3Y | +18.3% | +584.3% | -566.0% | -15.5% |
| 5Y | +7.4% | +37.0% | -29.6% | -19.8% |
| All | +0.6% | +46.6% | -46.0% | -28.5% |
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