+37.3%
HPQ vs S
-71.9%
+109.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +8.7% | -12.6% | +21.2% | +10.8% |
| 3M | +31.5% | +27.6% | +3.9% | +25.6% |
| 6M | +76.0% | +35.5% | +40.5% | +65.8% |
| YTD | +49.5% | +29.6% | +19.9% | +41.6% |
| 1Y | +17.3% | +8.1% | +9.1% | +13.8% |
| 3Y | +24.4% | +14.8% | +9.6% | +16.3% |
| 5Y | +37.3% | -70.6% | +107.9% | +40.0% |
| All | +37.3% | -71.9% | +109.2% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling