+14.3%
HPQ vs PL
-3.5%
+17.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.4% | -13.7% | -3.5% |
| 7D | -1.1% | -6.8% | +5.7% | -1.0% |
| 30D | -11.7% | -29.3% | +17.6% | -11.1% |
| 3M | +2.0% | -44.8% | +46.7% | +3.1% |
| 6M | +35.9% | -68.4% | +104.2% | +38.6% |
| YTD | +32.7% | -36.4% | +69.0% | +34.7% |
| 1Y | +14.3% | +0.7% | +13.6% | +12.9% |
| All | +14.3% | -3.5% | +17.8% | +12.9% |
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