+37.0%
HPQ vs QSR
+25.8%
+11.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +9.8% | -4.0% | +13.8% | +10.9% |
| 30D | +22.4% | +2.8% | +19.6% | +21.4% |
| 3M | +45.2% | +5.1% | +40.1% | +43.1% |
| 6M | +96.4% | +8.8% | +87.6% | +90.9% |
| YTD | +65.4% | +14.8% | +50.6% | +58.1% |
| 1Y | +31.6% | +25.7% | +5.8% | +22.8% |
| 3Y | +37.0% | +27.5% | +9.5% | +27.4% |
| All | +37.0% | +25.8% | +11.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling