+243.8%
HPQ vs UL
+66.7%
+177.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +9.8% | -3.4% | +13.2% | +11.2% |
| 30D | +22.4% | +0.5% | +21.9% | +22.1% |
| 3M | +45.2% | +7.2% | +37.9% | +41.2% |
| 6M | +96.4% | -3.1% | +99.5% | +97.8% |
| YTD | +65.4% | -2.7% | +68.1% | +66.2% |
| 1Y | +31.6% | -10.2% | +41.8% | +36.1% |
| 3Y | +37.0% | +20.3% | +16.8% | +23.0% |
| 5Y | +53.0% | +19.9% | +33.1% | +35.0% |
| All | +243.8% | +66.7% | +177.2% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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