+134.5%
IBM vs HPQ
+231.8%
-97.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -0.3% | +3.5% | -3.8% | -1.5% |
| 30D | -1.8% | +13.7% | -15.5% | -6.2% |
| 3M | -13.5% | +33.9% | -47.3% | -21.9% |
| 6M | -5.1% | +80.9% | -86.0% | -22.7% |
| YTD | -19.4% | +52.6% | -72.0% | -30.7% |
| 1Y | -6.5% | +21.2% | -27.8% | -14.1% |
| 3Y | +73.8% | +26.9% | +46.9% | +51.5% |
| 5Y | +116.3% | +41.1% | +75.2% | +71.8% |
| All | +134.5% | +231.8% | -97.3% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling