+17.4%
HPQ vs PL
+8.6%
+8.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.5% | -15.2% | -1.0% |
| 7D | -0.6% | +10.9% | -11.5% | -0.8% |
| 30D | -6.5% | -16.4% | +9.9% | -6.1% |
| 3M | -5.1% | -39.9% | +34.9% | -4.0% |
| 6M | +27.3% | -63.2% | +90.5% | +30.0% |
| YTD | +31.7% | -27.1% | +58.8% | +33.3% |
| All | +17.4% | +8.6% | +8.8% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling