+758.4%
IVV vs HPQ
+121.1%
+637.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -3.3% | -6.5% | +3.1% | -1.8% |
| 3M | -2.4% | -5.1% | +2.7% | -2.1% |
| 6M | +2.6% | +27.3% | -24.7% | -7.1% |
| YTD | +11.3% | +31.7% | -20.4% | -1.0% |
| 1Y | +13.4% | +13.0% | +0.5% | +5.3% |
| 3Y | +80.3% | +18.3% | +62.0% | +60.0% |
| 5Y | +72.7% | +7.4% | +65.3% | +54.5% |
| 10Y | +309.6% | +154.8% | +154.9% | +167.6% |
| All | +758.4% | +121.1% | +637.2% | +348.3% |
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 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