+31.6%
HPQ vs XYZ
+7.1%
+24.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -4.3% | +14.0% | +10.8% |
| 30D | +22.4% | +1.2% | +21.2% | +21.9% |
| 3M | +45.2% | +14.6% | +30.5% | +41.2% |
| 6M | +96.4% | +22.6% | +73.9% | +88.6% |
| YTD | +65.4% | +21.7% | +43.7% | +57.2% |
| 1Y | +31.6% | +6.7% | +24.9% | +34.3% |
| All | +31.6% | +7.1% | +24.4% | +34.3% |
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