+2,413.6%
IBM vs HPQ
+3,038.3%
-624.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -0.3% | +6.9% | -7.2% | -2.5% |
| 30D | +0.3% | +14.4% | -14.2% | -4.4% |
| 3M | -21.6% | +25.6% | -47.2% | -27.6% |
| 6M | -4.7% | +75.0% | -79.7% | -21.6% |
| YTD | -19.1% | +50.7% | -69.8% | -30.1% |
| 1Y | -2.5% | +18.7% | -21.2% | -9.6% |
| 3Y | +74.2% | +21.5% | +52.6% | +55.1% |
| 5Y | +113.1% | +31.6% | +81.6% | +77.6% |
| 10Y | +133.5% | +216.1% | -82.5% | +38.1% |
| All | +2,413.6% | +3,038.3% | -624.7% | +469.0% |
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