+11.7%
HPQ vs RF
+15.4%
-3.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.4% | -4.1% |
| 7D | -0.5% | +2.7% | -3.1% | -1.5% |
| 30D | +3.7% | -3.4% | +7.1% | +5.1% |
| 3M | +24.3% | +6.4% | +18.0% | +21.1% |
| 6M | +64.8% | +13.4% | +51.3% | +56.0% |
| YTD | +43.9% | +14.2% | +29.7% | +33.4% |
| 1Y | +11.7% | +15.7% | -4.1% | -3.7% |
| All | +11.7% | +15.4% | -3.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling