+2,524.6%
HPQ vs RF
+1,457.2%
+1,067.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.5% | +7.0% | -13.5% | -8.1% |
| 3M | -5.1% | -7.0% | +1.9% | -3.2% |
| 6M | +27.3% | +6.8% | +20.5% | +24.9% |
| YTD | +31.7% | +9.9% | +21.8% | +27.9% |
| 1Y | +13.0% | +21.1% | -8.2% | +6.9% |
| 3Y | +18.3% | +119.6% | -101.3% | -4.4% |
| 5Y | +7.4% | +46.2% | -38.8% | -4.8% |
| 10Y | +154.8% | +261.5% | -106.7% | +76.3% |
| All | +2,524.6% | +1,457.2% | +1,067.4% | +695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling