+2,903.2%
HPQ vs RF
+1,537.4%
+1,365.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +6.9% | +1.3% | +5.6% | +6.6% |
| 30D | +14.4% | -3.6% | +18.1% | +15.5% |
| 3M | +25.6% | +8.1% | +17.5% | +22.9% |
| 6M | +75.0% | +11.5% | +63.6% | +69.5% |
| YTD | +50.7% | +15.6% | +35.1% | +44.3% |
| 1Y | +18.7% | +15.7% | +3.0% | +13.7% |
| 3Y | +21.5% | +86.9% | -65.4% | +2.0% |
| 5Y | +31.6% | +89.8% | -58.2% | +9.0% |
| 10Y | +216.1% | +344.7% | -128.6% | +108.4% |
| All | +2,903.2% | +1,537.4% | +1,365.8% | +797.4% |
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