+1.6%
HYG vs HPQ
+18.6%
-17.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | +0.6% |
| 7D | -0.1% | -7.8% | +7.7% | 0.0% |
| 30D | +0.7% | -4.9% | +5.6% | +0.7% |
| 3M | -2.0% | +4.9% | -6.9% | -2.1% |
| 6M | -0.9% | +47.1% | -48.0% | -1.5% |
| YTD | +0.1% | +39.5% | -39.5% | -0.4% |
| 1Y | +1.6% | +21.3% | -19.7% | +1.4% |
| All | +1.6% | +18.6% | -17.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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