+12.7%
HPQ vs USAR
+68.6%
-55.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.0% |
| 7D | +2.2% | -4.4% | +6.7% | +2.3% |
| 30D | +9.7% | -10.4% | +20.1% | +10.0% |
| 3M | +32.7% | -18.4% | +51.1% | +33.2% |
| 6M | +77.7% | -8.8% | +86.5% | +77.5% |
| YTD | +51.0% | +43.4% | +7.6% | +48.4% |
| 1Y | +18.4% | +21.0% | -2.6% | +17.1% |
| 3Y | +25.6% | +67.7% | -42.2% | +27.1% |
| All | +12.7% | +68.6% | -55.9% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling