+22.4%
HPQ vs RF
+86.8%
-64.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +6.9% | +1.3% | +5.6% | +6.3% |
| 30D | +14.4% | -3.6% | +18.1% | +16.4% |
| 3M | +25.6% | +8.1% | +17.5% | +20.8% |
| 6M | +75.0% | +11.5% | +63.6% | +65.1% |
| YTD | +50.7% | +15.6% | +35.1% | +38.9% |
| 1Y | +18.7% | +15.7% | +3.0% | +9.0% |
| All | +22.4% | +86.8% | -64.3% | -10.7% |
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 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