+216.5%
HPQ vs Z
+7.8%
+208.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | +3.2% | +0.8% | +2.3% | +2.9% |
| 30D | -3.6% | +5.2% | -8.8% | -4.8% |
| 3M | -5.3% | -17.0% | +11.8% | -2.4% |
| 6M | +41.1% | -22.7% | +63.8% | +47.0% |
| YTD | +36.9% | -56.3% | +93.2% | +58.2% |
| 1Y | +23.5% | -57.7% | +81.2% | +43.5% |
| 3Y | +19.6% | -16.5% | +36.1% | +17.5% |
| 5Y | +11.4% | -53.4% | +64.8% | +17.0% |
| 10Y | +160.6% | -15.9% | +176.5% | +109.2% |
| All | +216.5% | +7.8% | +208.8% | +148.4% |
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 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