-1.1%
HPQ vs USAR
-21.7%
+20.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.8% |
| 7D | +0.5% | -9.1% | +9.6% | +0.7% |
| 30D | -5.9% | -36.9% | +31.0% | -4.9% |
| 3M | -3.7% | -58.4% | +54.7% | -1.8% |
| 6M | +28.1% | -70.6% | +98.7% | +31.6% |
| YTD | +32.5% | -33.4% | +65.9% | +32.5% |
| 1Y | +18.1% | -54.0% | +72.1% | +19.0% |
| 3Y | +16.4% | -22.7% | +39.1% | +18.5% |
| All | -1.1% | -21.7% | +20.6% | +4.7% |
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 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