+19.6%
HPQ vs RACE
+24.7%
-5.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | -3.6% | +6.1% | -9.8% | -4.9% |
| 3M | -5.3% | -0.3% | -5.0% | -5.3% |
| 6M | +41.1% | +23.4% | +17.7% | +33.5% |
| YTD | +36.9% | +12.5% | +24.3% | +31.6% |
| 1Y | +23.5% | -0.5% | +24.0% | +22.9% |
| 3Y | +19.6% | +23.6% | -4.0% | +11.9% |
| All | +19.6% | +24.7% | -5.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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