+178.2%
HPQ vs QSR
+203.9%
-25.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +3.5% | -4.7% | +8.2% | +5.5% |
| 30D | +13.7% | +4.3% | +9.4% | +11.6% |
| 3M | +33.9% | +5.4% | +28.4% | +30.7% |
| 6M | +80.9% | +8.2% | +72.8% | +73.7% |
| YTD | +52.6% | +14.1% | +38.4% | +43.1% |
| 1Y | +21.2% | +28.1% | -6.9% | +8.1% |
| 3Y | +26.9% | +25.3% | +1.6% | +11.8% |
| 5Y | +41.1% | +40.4% | +0.7% | +17.0% |
| 10Y | +229.6% | +132.4% | +97.2% | +113.6% |
| All | +178.2% | +203.9% | -25.7% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling