+37.0%
HPQ vs VSXY
+352.7%
-315.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.3% | +8.2% |
| 7D | +9.8% | +0.1% | +9.6% | +9.7% |
| 30D | +22.4% | -18.7% | +41.0% | +24.2% |
| 3M | +45.2% | -4.0% | +49.1% | +45.3% |
| 6M | +96.4% | +67.5% | +29.0% | +83.5% |
| YTD | +65.4% | +39.7% | +25.7% | +57.1% |
| 1Y | +31.6% | +180.0% | -148.4% | +11.9% |
| 3Y | +37.0% | +337.3% | -300.3% | +8.8% |
| All | +37.0% | +352.7% | -315.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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