+19.7%
HPQ vs S
+13.8%
+5.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | -0.5% | -5.8% | +5.3% | +0.7% |
| 30D | +3.7% | -9.2% | +12.9% | +5.3% |
| 3M | +24.3% | +23.4% | +0.9% | +18.2% |
| 6M | +64.8% | +36.9% | +27.8% | +52.6% |
| YTD | +43.9% | +29.5% | +14.4% | +34.3% |
| 1Y | +11.7% | +5.4% | +6.2% | +7.9% |
| 3Y | +19.7% | +14.7% | +5.0% | +10.6% |
| All | +19.7% | +13.8% | +5.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling