+2,903.2%
HPQ vs USB
+8,537.0%
-5,633.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.9% | +1.4% | +5.5% | +6.4% |
| 30D | +14.4% | -1.3% | +15.8% | +14.9% |
| 3M | +25.6% | +15.2% | +10.4% | +19.7% |
| 6M | +75.0% | +18.8% | +56.2% | +64.7% |
| YTD | +50.7% | +21.0% | +29.7% | +40.7% |
| 1Y | +18.7% | +34.0% | -15.4% | +7.1% |
| 3Y | +21.5% | +95.3% | -73.8% | -3.8% |
| 5Y | +31.6% | +40.4% | -8.8% | +14.2% |
| 10Y | +216.1% | +107.3% | +108.7% | +140.3% |
| All | +2,903.2% | +8,537.0% | -5,633.7% | +873.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling