+71.7%
TER vs HPQ
+11.1%
+60.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -6.1% |
| 7D | +14.4% | +3.2% | +11.2% | +12.7% |
| 30D | -30.6% | -3.6% | -27.0% | -30.0% |
| 3M | -39.2% | -5.3% | -33.9% | -39.0% |
| 6M | -31.3% | +41.1% | -72.4% | -47.3% |
| YTD | +29.1% | +36.9% | -7.8% | -1.1% |
| 1Y | +47.4% | +23.5% | +23.9% | +20.4% |
| 3Y | +191.2% | +19.6% | +171.6% | +133.6% |
| All | +71.7% | +11.1% | +60.6% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling