+472.4%
NEM vs HPQ
+2,897.0%
-2,424.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | +3.9% | -0.5% | +4.3% | +3.9% |
| 30D | +12.7% | +3.7% | +9.0% | +12.2% |
| 3M | +28.7% | +24.3% | +4.3% | +25.9% |
| 6M | +9.8% | +64.8% | -55.0% | +4.4% |
| YTD | +28.1% | +43.9% | -15.8% | +23.3% |
| 1Y | +69.3% | +11.7% | +57.7% | +66.3% |
| 3Y | +247.7% | +19.7% | +228.0% | +236.7% |
| 5Y | +153.4% | +32.2% | +121.1% | +141.3% |
| 10Y | +291.3% | +198.9% | +92.3% | +243.6% |
| All | +472.4% | +2,897.0% | -2,424.5% | +440.0% |
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 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