+1,564.8%
QQQ vs HPQ
+396.5%
+1,168.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -2.2% |
| 7D | +1.0% | +2.2% | -1.2% | 0.0% |
| 30D | -0.6% | +9.7% | -10.4% | -4.8% |
| 3M | +1.3% | +32.7% | -31.4% | -10.8% |
| 6M | +18.1% | +77.7% | -59.6% | -9.4% |
| YTD | +16.9% | +51.0% | -34.1% | -4.7% |
| 1Y | +24.0% | +18.4% | +5.6% | +10.7% |
| 3Y | +95.6% | +25.6% | +70.0% | +64.1% |
| 5Y | +94.5% | +38.6% | +55.9% | +52.1% |
| 10Y | +571.7% | +226.1% | +345.6% | +235.0% |
| All | +1,564.8% | +396.5% | +1,168.3% | +392.0% |
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