+19.7%
HPQ vs USAR
+73.6%
-54.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -0.5% | +2.3% | -2.8% | -0.5% |
| 30D | +3.7% | -8.6% | +12.4% | +3.9% |
| 3M | +24.3% | -20.5% | +44.8% | +24.9% |
| 6M | +64.8% | +1.2% | +63.6% | +64.2% |
| YTD | +43.9% | +48.4% | -4.5% | +41.4% |
| 1Y | +11.7% | +30.6% | -19.0% | +10.3% |
| 3Y | +19.7% | +73.6% | -54.0% | +21.1% |
| All | +19.7% | +73.6% | -54.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling