+120.6%
IBM vs HPQ
+39.0%
+81.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.1% |
| 7D | +3.6% | +2.2% | +1.3% | +2.9% |
| 30D | +1.5% | +9.7% | -8.2% | -1.1% |
| 3M | -12.9% | +32.7% | -45.6% | -19.4% |
| 6M | -3.9% | +77.7% | -81.6% | -17.1% |
| YTD | -17.3% | +51.0% | -68.3% | -26.1% |
| 1Y | -5.0% | +18.4% | -23.4% | -10.9% |
| 3Y | +78.2% | +25.6% | +52.6% | +60.6% |
| 5Y | +120.6% | +38.6% | +82.0% | +105.5% |
| All | +120.6% | +39.0% | +81.6% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling