+243.8%
HPQ vs Z
-2.5%
+246.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.0% | +4.4% | +7.6% |
| 7D | +9.8% | -6.0% | +15.8% | +11.2% |
| 30D | +22.4% | -2.3% | +24.6% | +22.7% |
| 3M | +45.2% | -0.6% | +45.8% | +44.7% |
| 6M | +96.4% | -27.6% | +124.0% | +107.4% |
| YTD | +65.4% | -52.4% | +117.8% | +89.3% |
| 1Y | +31.6% | -63.6% | +95.2% | +58.6% |
| 3Y | +37.0% | -36.4% | +73.4% | +42.7% |
| 5Y | +53.0% | -64.6% | +117.6% | +67.8% |
| All | +243.8% | -2.5% | +246.3% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling