+38.0%
HPQ vs VSXY
+37.7%
+0.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.4% |
| 7D | +2.2% | -10.7% | +13.0% | +3.5% |
| 30D | +9.7% | -24.3% | +34.0% | +13.4% |
| 3M | +32.7% | +1.0% | +31.7% | +32.0% |
| 6M | +77.7% | +57.4% | +20.4% | +62.2% |
| YTD | +51.0% | +39.8% | +11.2% | +39.3% |
| 1Y | +18.4% | +196.5% | -178.1% | -5.2% |
| 3Y | +25.6% | +357.2% | -331.7% | -14.2% |
| 5Y | +38.6% | +18.9% | +19.7% | +15.5% |
| All | +38.0% | +37.7% | +0.4% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling