-13.3%
IBM vs HPQ
+18.6%
-31.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | -0.3% |
| 7D | +0.4% | -7.8% | +8.2% | +2.9% |
| 30D | +14.8% | -4.9% | +19.7% | +15.9% |
| 3M | +8.9% | +4.9% | +4.1% | +4.9% |
| 6M | +12.4% | +47.1% | -34.6% | -5.2% |
| YTD | -12.4% | +39.5% | -51.9% | -26.2% |
| 1Y | -13.3% | +21.3% | -34.5% | -24.7% |
| All | -13.3% | +18.6% | -31.9% | -24.7% |
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