+253.1%
IONQ vs HPQ
+61.4%
+191.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -8.8% |
| 7D | +1.3% | +2.2% | -0.9% | -0.5% |
| 30D | -10.3% | +9.7% | -20.1% | -16.7% |
| 3M | -32.7% | +32.7% | -65.5% | -45.5% |
| 6M | +6.3% | +77.7% | -71.4% | -31.9% |
| YTD | -15.0% | +51.0% | -66.0% | -39.0% |
| 1Y | -13.3% | +18.4% | -31.7% | -26.2% |
| 3Y | +97.2% | +25.6% | +71.6% | +54.6% |
| 5Y | +278.7% | +38.6% | +240.1% | +211.2% |
| All | +253.1% | +61.4% | +191.7% | +159.5% |
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 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