+18.2%
HPQ vs S
-51.7%
+69.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +3.2% | +2.0% | +1.2% | +2.8% |
| 30D | -3.6% | -2.7% | -0.9% | -3.4% |
| 3M | -5.3% | -6.9% | +1.6% | -5.2% |
| 6M | +41.1% | +38.1% | +3.1% | +32.4% |
| YTD | +36.9% | +48.0% | -11.1% | +26.3% |
| 1Y | +23.5% | +34.5% | -10.9% | +15.4% |
| 3Y | +19.6% | +38.3% | -18.7% | +8.7% |
| 5Y | +11.4% | -70.9% | +82.3% | +8.6% |
| All | +18.2% | -51.7% | +69.9% | +13.7% |
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 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