+38.6%
HPQ vs Z
-65.8%
+104.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +2.2% | -7.1% | +9.3% | +3.7% |
| 30D | +9.7% | -4.8% | +14.5% | +10.6% |
| 3M | +32.7% | -9.3% | +42.1% | +34.6% |
| 6M | +77.7% | -29.0% | +106.7% | +88.1% |
| YTD | +51.0% | -52.9% | +103.9% | +73.0% |
| 1Y | +18.4% | -63.1% | +81.5% | +42.1% |
| 3Y | +25.6% | -36.9% | +62.4% | +31.6% |
| 5Y | +38.6% | -65.5% | +104.1% | +38.5% |
| All | +38.6% | -65.8% | +104.4% | +38.5% |
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