+154.8%
HPQ vs RF
+277.2%
-122.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.5% | +7.0% | -13.5% | -9.4% |
| 3M | -5.1% | -7.0% | +1.9% | -1.7% |
| 6M | +27.3% | +6.8% | +20.5% | +22.9% |
| YTD | +31.7% | +9.9% | +21.8% | +24.5% |
| 1Y | +13.0% | +21.1% | -8.2% | +1.9% |
| 3Y | +18.3% | +119.6% | -101.3% | -20.7% |
| 5Y | +7.4% | +46.2% | -38.8% | -15.5% |
| 10Y | +154.8% | +261.5% | -106.7% | +30.6% |
| All | +154.8% | +277.2% | -122.4% | +30.6% |
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