+31.7%
KRE vs HPQ
+51.9%
-20.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.4% | -8.3% | -2.6% |
| 7D | -1.8% | +9.8% | -11.6% | -5.0% |
| 30D | -4.5% | +22.4% | -26.8% | -11.1% |
| 3M | +2.7% | +45.2% | -42.4% | -10.4% |
| 6M | +16.9% | +96.4% | -79.6% | -11.2% |
| YTD | +15.4% | +65.4% | -50.0% | -6.3% |
| 1Y | +16.1% | +31.6% | -15.5% | +3.1% |
| 3Y | +85.7% | +37.0% | +48.7% | +55.9% |
| All | +31.7% | +51.9% | -20.2% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling