+9.6%
HPQ vs Z
-54.7%
+64.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -1.9% | -4.9% | +3.0% | -0.9% |
| 30D | -5.7% | +3.0% | -8.7% | -6.6% |
| 3M | -0.4% | -13.4% | +13.0% | +2.0% |
| 6M | +40.0% | -27.3% | +67.3% | +48.3% |
| YTD | +34.6% | -57.8% | +92.4% | +59.0% |
| 1Y | +20.4% | -60.0% | +80.4% | +43.8% |
| 3Y | +18.3% | -21.5% | +39.8% | +17.0% |
| 5Y | +9.6% | -55.0% | +64.6% | +12.8% |
| All | +9.6% | -54.7% | +64.3% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling