+248.5%
HPQ vs Z
+25.1%
+223.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | +6.9% | -3.0% | +9.9% | +7.5% |
| 30D | +14.4% | -4.2% | +18.6% | +15.1% |
| 3M | +25.6% | -3.7% | +29.3% | +25.9% |
| 6M | +75.0% | -24.5% | +99.6% | +83.1% |
| YTD | +50.7% | -49.3% | +100.0% | +69.9% |
| 1Y | +18.7% | -58.7% | +77.3% | +38.9% |
| 3Y | +21.5% | -34.1% | +55.7% | +25.6% |
| 5Y | +31.6% | -64.5% | +96.1% | +44.0% |
| 10Y | +216.1% | -0.5% | +216.5% | +146.4% |
| All | +248.5% | +25.1% | +223.4% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling