+15.2%
HPQ vs PL
+84.9%
-69.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +6.9% | -9.3% | +16.3% | +7.8% |
| 30D | +14.4% | -18.9% | +33.4% | +16.4% |
| 3M | +25.6% | -58.4% | +84.0% | +34.2% |
| 6M | +75.0% | -30.3% | +105.4% | +76.6% |
| YTD | +50.7% | -8.1% | +58.8% | +47.1% |
| 1Y | +18.7% | +180.5% | -161.8% | +1.5% |
| 3Y | +21.5% | +444.1% | -422.6% | -10.3% |
| 5Y | +31.6% | +83.0% | -51.5% | -7.8% |
| All | +15.2% | +84.9% | -69.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling