+157.6%
HPQ vs RF
+248.4%
-90.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -5.9% | +6.2% | -12.1% | -8.6% |
| 3M | -3.7% | -7.8% | +4.1% | +0.1% |
| 6M | +28.1% | +5.9% | +22.1% | +24.1% |
| YTD | +32.5% | +9.0% | +23.4% | +25.7% |
| 1Y | +18.1% | +19.3% | -1.1% | +7.3% |
| 3Y | +16.4% | +116.4% | -100.0% | -21.6% |
| 5Y | +8.9% | +46.0% | -37.2% | -14.3% |
| 10Y | +157.6% | +239.8% | -82.2% | +31.0% |
| All | +157.6% | +248.4% | -90.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling