+14.4%
HPQ vs S
-49.1%
+63.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | -5.9% | -10.8% | +4.9% | -4.6% |
| 3M | -3.7% | +5.4% | -9.1% | -5.4% |
| 6M | +28.1% | +41.2% | -13.2% | +19.8% |
| YTD | +32.5% | +56.2% | -23.7% | +21.3% |
| 1Y | +18.1% | +36.3% | -18.2% | +10.1% |
| 3Y | +16.4% | +49.4% | -33.0% | +4.7% |
| 5Y | +8.9% | -66.9% | +75.7% | +5.1% |
| All | +14.4% | -49.1% | +63.5% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling