+17.8%
HPQ vs RF
+104.8%
-87.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | -11.7% | +6.0% | -17.8% | -14.3% |
| 3M | +2.0% | -8.9% | +10.9% | +7.0% |
| 6M | +35.9% | +2.3% | +33.5% | +33.7% |
| YTD | +32.7% | +7.6% | +25.1% | +26.1% |
| 1Y | +14.3% | +21.2% | -6.9% | +1.4% |
| 3Y | +17.8% | +108.5% | -90.7% | -15.0% |
| All | +17.8% | +104.8% | -87.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling