+2,635.1%
HPQ vs USB
+8,119.9%
-5,484.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | -7.5% | -1.5% | -6.0% | -7.0% |
| 30D | -7.2% | +4.3% | -11.5% | -8.5% |
| 3M | +4.2% | -6.1% | +10.3% | +6.5% |
| 6M | +42.3% | +9.4% | +32.9% | +37.8% |
| YTD | +37.2% | +15.2% | +22.1% | +30.3% |
| 1Y | +16.1% | +32.8% | -16.6% | +5.2% |
| 3Y | +21.5% | +91.3% | -69.8% | -2.7% |
| 5Y | +11.3% | +22.7% | -11.4% | +1.0% |
| 10Y | +181.0% | +97.0% | +84.0% | +117.4% |
| All | +2,635.1% | +8,119.9% | -5,484.8% | +802.1% |
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