+41.1%
HPQ vs PSX
+357.6%
-316.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +3.5% | +1.5% | +2.0% | +2.9% |
| 30D | +13.7% | +15.8% | -2.1% | +7.8% |
| 3M | +33.9% | +43.0% | -9.2% | +17.2% |
| 6M | +80.9% | +61.1% | +19.8% | +51.2% |
| YTD | +52.6% | +104.5% | -52.0% | +16.5% |
| 1Y | +21.2% | +102.5% | -81.3% | -7.5% |
| 3Y | +26.9% | +133.5% | -106.6% | -10.1% |
| 5Y | +41.1% | +367.0% | -325.8% | -26.9% |
| All | +41.1% | +357.6% | -316.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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