+13.9%
HPQ vs USAR
+58.5%
-44.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.2% |
| 7D | +3.5% | -9.3% | +12.8% | +3.8% |
| 30D | +13.7% | -15.2% | +28.9% | +14.1% |
| 3M | +33.9% | -21.1% | +55.0% | +34.4% |
| 6M | +80.9% | -21.6% | +102.5% | +81.3% |
| YTD | +52.6% | +34.8% | +17.8% | +50.2% |
| 1Y | +21.2% | +15.6% | +5.6% | +20.0% |
| 3Y | +26.9% | +57.7% | -30.8% | +28.7% |
| All | +13.9% | +58.5% | -44.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling