+215.4%
IONQ vs HPQ
+44.3%
+171.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.7% |
| 7D | +15.3% | -3.2% | +18.5% | +17.1% |
| 30D | -6.1% | -3.0% | -3.0% | -5.6% |
| 3M | -21.6% | +0.6% | -22.2% | -25.2% |
| 6M | -40.1% | +36.6% | -76.7% | -54.9% |
| YTD | -24.1% | +35.0% | -59.1% | -43.2% |
| 1Y | -37.4% | +23.1% | -60.5% | -50.2% |
| 3Y | +219.5% | +18.6% | +200.9% | +151.8% |
| 5Y | +76.9% | +10.3% | +66.6% | +54.6% |
| All | +215.4% | +44.3% | +171.0% | +141.8% |
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