+322.1%
IVV vs HPQ
+216.0%
+106.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.9% |
| 7D | -0.4% | +2.2% | -2.6% | -1.1% |
| 30D | -1.4% | +9.7% | -11.1% | -4.4% |
| 3M | +3.7% | +32.7% | -29.0% | -5.6% |
| 6M | +13.0% | +77.7% | -64.7% | -7.7% |
| YTD | +12.4% | +51.0% | -38.5% | -3.5% |
| 1Y | +18.6% | +18.4% | +0.2% | +9.6% |
| 3Y | +78.1% | +25.6% | +52.5% | +55.4% |
| 5Y | +82.3% | +38.6% | +43.6% | +48.9% |
| 10Y | +322.1% | +226.1% | +96.0% | +155.1% |
| All | +322.1% | +216.0% | +106.1% | +155.1% |
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 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