+116.1%
PG vs HPQ
+259.7%
-143.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.4% | -6.8% | +0.7% |
| 7D | -0.8% | +9.8% | -10.6% | -1.9% |
| 30D | +0.8% | +22.4% | -21.5% | -1.6% |
| 3M | -1.3% | +45.2% | -46.5% | -5.8% |
| 6M | -3.8% | +96.4% | -100.3% | -12.0% |
| YTD | +3.6% | +65.4% | -61.8% | -3.2% |
| 1Y | -5.7% | +31.6% | -37.3% | -9.6% |
| 3Y | +1.6% | +37.0% | -35.4% | -4.9% |
| 5Y | +14.6% | +53.0% | -38.4% | +3.4% |
| All | +116.1% | +259.7% | -143.6% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling