+39.7%
HPQ vs UL
+20.3%
+19.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.3% |
| 7D | +2.2% | -3.2% | +5.5% | +3.1% |
| 30D | +9.7% | -0.6% | +10.3% | +9.9% |
| 3M | +32.7% | +9.4% | +23.3% | +29.8% |
| 6M | +77.7% | -4.1% | +81.8% | +79.4% |
| YTD | +51.0% | -2.0% | +53.0% | +51.5% |
| 1Y | +18.4% | -9.0% | +27.4% | +20.9% |
| 3Y | +25.6% | +21.8% | +3.7% | +15.4% |
| All | +39.7% | +20.3% | +19.3% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling