+31.6%
HPQ vs ZYBT
-79.2%
+110.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.5% | +10.9% | +8.4% |
| 7D | +9.8% | -3.7% | +13.5% | +9.7% |
| 30D | +22.4% | 0.0% | +22.4% | +22.4% |
| 3M | +45.2% | +72.2% | -27.1% | +49.0% |
| 6M | +96.4% | +103.1% | -6.7% | +99.0% |
| YTD | +65.4% | +34.8% | +30.6% | +70.1% |
| 1Y | +31.6% | -83.2% | +114.7% | +46.6% |
| All | +31.6% | -79.2% | +110.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling