+165.5%
HPQ vs USB
+92.8%
+72.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -11.7% | +5.8% | -17.6% | -14.3% |
| 3M | +2.0% | -6.0% | +7.9% | +5.4% |
| 6M | +35.9% | +7.8% | +28.1% | +30.1% |
| YTD | +32.7% | +14.6% | +18.1% | +22.2% |
| 1Y | +14.3% | +31.8% | -17.5% | -2.4% |
| 3Y | +17.8% | +91.5% | -73.7% | -18.6% |
| 5Y | +7.6% | +22.0% | -14.5% | -7.7% |
| All | +165.5% | +92.8% | +72.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling