-5.3%
PG vs HPQ
+19.5%
-24.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.4% |
| 7D | +1.9% | +6.9% | -5.1% | +1.7% |
| 30D | -0.2% | +14.4% | -14.7% | -0.5% |
| 3M | +4.8% | +25.6% | -20.8% | +4.5% |
| 6M | -6.1% | +75.0% | -81.1% | -7.1% |
| YTD | +4.5% | +50.7% | -46.2% | +4.0% |
| 1Y | -5.3% | +18.7% | -24.0% | -5.1% |
| All | -5.3% | +19.5% | -24.8% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling