+9.6%
HPQ vs PL
+33.5%
-23.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -1.9% | +22.3% | -24.2% | -3.6% |
| 30D | -5.7% | -8.3% | +2.6% | -5.3% |
| 3M | -0.4% | -43.3% | +42.9% | +3.8% |
| 6M | +40.0% | -65.8% | +105.8% | +50.8% |
| YTD | +34.6% | -29.5% | +64.1% | +33.7% |
| 1Y | +20.4% | +11.7% | +8.7% | +13.3% |
| 3Y | +18.3% | +540.6% | -522.2% | -14.8% |
| 5Y | +9.6% | +32.9% | -23.3% | -14.7% |
| All | +9.6% | +33.5% | -23.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling