+77.4%
IBM vs HPQ
+24.5%
+52.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.0% |
| 7D | +3.6% | +2.2% | +1.3% | +2.9% |
| 30D | +1.5% | +9.7% | -8.2% | -1.4% |
| 3M | -12.9% | +32.7% | -45.6% | -20.0% |
| 6M | -3.9% | +77.7% | -81.6% | -18.0% |
| YTD | -17.3% | +51.0% | -68.3% | -26.9% |
| 1Y | -5.0% | +18.4% | -23.4% | -12.0% |
| All | +77.4% | +24.5% | +52.9% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling