+19.7%
HPQ vs Z
-37.5%
+57.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.9% | -3.3% |
| 7D | -0.5% | -3.3% | +2.8% | +0.1% |
| 30D | +3.7% | -3.7% | +7.4% | +4.3% |
| 3M | +24.3% | -7.0% | +31.3% | +25.3% |
| 6M | +64.8% | -29.5% | +94.3% | +73.8% |
| YTD | +43.9% | -52.6% | +96.5% | +63.6% |
| 1Y | +11.7% | -64.0% | +75.7% | +33.6% |
| 3Y | +19.7% | -36.4% | +56.1% | +23.4% |
| All | +19.7% | -37.5% | +57.1% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling