+16.3%
HPQ vs S
-51.5%
+67.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.7% |
| 7D | -1.9% | +4.1% | -6.0% | -2.6% |
| 30D | -5.7% | -7.2% | +1.5% | -4.9% |
| 3M | -0.4% | 0.0% | -0.4% | -1.4% |
| 6M | +40.0% | +41.6% | -1.6% | +30.8% |
| YTD | +34.6% | +48.6% | -14.0% | +24.2% |
| 1Y | +20.4% | +30.0% | -9.7% | +13.0% |
| 3Y | +18.3% | +42.2% | -23.8% | +7.1% |
| 5Y | +9.6% | -70.8% | +80.4% | +6.8% |
| All | +16.3% | -51.5% | +67.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling