+189.5%
LQD vs HPQ
+876.1%
-686.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.2% |
| 7D | 0.0% | +2.2% | -2.3% | -0.1% |
| 30D | -0.2% | +9.7% | -9.9% | -0.4% |
| 3M | -1.7% | +32.7% | -34.4% | -2.1% |
| 6M | -2.7% | +77.7% | -80.4% | -3.6% |
| YTD | -1.4% | +51.0% | -52.4% | -2.2% |
| 1Y | -1.0% | +18.4% | -19.4% | -1.4% |
| 3Y | +15.1% | +25.6% | -10.5% | +14.3% |
| 5Y | -5.2% | +38.6% | -43.8% | -6.0% |
| 10Y | +23.3% | +226.1% | -202.8% | +21.7% |
| All | +189.5% | +876.1% | -686.6% | +197.1% |
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 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