+329.0%
HPQ vs PSX
+1,159.1%
-830.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -5.1% |
| 7D | -0.5% | +2.8% | -3.3% | -1.6% |
| 30D | +3.7% | +27.8% | -24.0% | -6.1% |
| 3M | +24.3% | +42.0% | -17.7% | +7.8% |
| 6M | +64.8% | +58.1% | +6.6% | +36.3% |
| YTD | +43.9% | +105.0% | -61.1% | +6.8% |
| 1Y | +11.7% | +104.9% | -93.3% | -17.5% |
| 3Y | +19.7% | +134.1% | -114.4% | -17.8% |
| 5Y | +32.2% | +363.8% | -331.6% | -33.9% |
| 10Y | +198.9% | +370.1% | -171.2% | +37.9% |
| All | +329.0% | +1,159.1% | -830.1% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling