+151.7%
HYG vs HPQ
+218.2%
-66.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | -1.1% |
| 7D | -0.7% | +9.8% | -10.5% | -1.9% |
| 30D | -0.7% | +22.4% | -23.1% | -3.4% |
| 3M | -0.2% | +45.2% | -45.4% | -5.2% |
| 6M | +1.4% | +96.4% | -95.0% | -7.9% |
| YTD | +1.5% | +65.4% | -63.9% | -5.9% |
| 1Y | +2.9% | +31.6% | -28.7% | -1.8% |
| 3Y | +25.6% | +37.0% | -11.4% | +17.3% |
| 5Y | +18.6% | +53.0% | -34.4% | +7.2% |
| 10Y | +55.7% | +257.2% | -201.5% | +19.8% |
| All | +151.7% | +218.2% | -66.5% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling