+167.4%
IONQ vs HPQ
+46.3%
+121.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -7.4% |
| 7D | -11.5% | +3.2% | -14.6% | -13.2% |
| 30D | -8.1% | -3.6% | -4.5% | -7.2% |
| 3M | -35.8% | -5.3% | -30.5% | -36.2% |
| 6M | -47.7% | +41.1% | -88.9% | -61.5% |
| YTD | -35.6% | +36.9% | -72.5% | -52.2% |
| 1Y | -36.4% | +23.5% | -59.9% | -49.4% |
| 3Y | +150.0% | +19.6% | +130.5% | +96.1% |
| 5Y | +43.3% | +11.4% | +31.9% | +24.3% |
| All | +167.4% | +46.3% | +121.1% | +103.3% |
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