+21.3%
HPQ vs XYZ
+19.9%
+1.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +15.3% | -9.4% | +3.1% |
| 7D | -7.8% | +16.5% | -24.3% | -10.3% |
| 30D | -4.9% | +15.0% | -19.8% | -7.3% |
| 3M | +4.9% | +3.5% | +1.3% | +3.8% |
| 6M | +47.1% | +21.9% | +25.2% | +42.1% |
| YTD | +39.5% | +34.6% | +4.9% | +29.6% |
| 1Y | +21.3% | +20.7% | +0.5% | +12.7% |
| All | +21.3% | +19.9% | +1.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling