+2,536.4%
IBM vs HPQ
+2,703.8%
-167.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +6.8% | -5.7% | +12.5% | +8.4% |
| 3M | +4.4% | -0.4% | +4.8% | +3.4% |
| 6M | +13.2% | +40.0% | -26.8% | -0.2% |
| YTD | -15.1% | +34.6% | -49.8% | -24.6% |
| 1Y | -20.2% | +20.4% | -40.6% | -26.6% |
| 3Y | +79.3% | +18.3% | +61.0% | +59.8% |
| 5Y | +147.5% | +9.6% | +137.9% | +118.4% |
| 10Y | +140.2% | +156.3% | -16.2% | +51.1% |
| All | +2,536.4% | +2,703.8% | -167.4% | +514.1% |
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 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