+1,537.1%
SOXX vs HPQ
+259.7%
+1,277.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | -2.2% |
| 7D | +1.4% | +9.8% | -8.4% | -3.4% |
| 30D | -3.6% | +22.4% | -25.9% | -13.4% |
| 3M | -10.2% | +45.2% | -55.3% | -27.0% |
| 6M | +54.2% | +96.4% | -42.2% | +3.7% |
| YTD | +75.2% | +65.4% | +9.8% | +28.2% |
| 1Y | +107.5% | +31.6% | +75.9% | +70.8% |
| 3Y | +226.8% | +37.0% | +189.7% | +154.6% |
| 5Y | +251.2% | +53.0% | +198.2% | +155.6% |
| All | +1,537.1% | +259.7% | +1,277.4% | +717.8% |
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