+21.9%
HPQ vs USB
+90.4%
-68.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | -7.5% | -1.5% | -6.0% | -6.6% |
| 30D | -7.2% | +4.3% | -11.5% | -9.3% |
| 3M | +4.2% | -6.1% | +10.3% | +7.9% |
| 6M | +42.3% | +9.4% | +32.9% | +35.1% |
| YTD | +37.2% | +15.2% | +22.1% | +25.6% |
| 1Y | +16.1% | +32.8% | -16.6% | -2.5% |
| All | +21.9% | +90.4% | -68.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling