-37.5%
U vs HPQ
+100.7%
-138.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +5.3% |
| 7D | +4.5% | -0.5% | +5.0% | +4.5% |
| 30D | -0.6% | +3.7% | -4.3% | -3.6% |
| 3M | +48.4% | +24.3% | +24.1% | +27.3% |
| 6M | +115.4% | +64.8% | +50.6% | +48.9% |
| YTD | -3.2% | +43.9% | -47.1% | -26.8% |
| 1Y | -6.0% | +11.7% | -17.7% | -15.9% |
| 3Y | +13.5% | +19.7% | -6.2% | -9.1% |
| 5Y | -68.0% | +32.2% | -100.2% | -72.9% |
| All | -37.5% | +100.7% | -138.2% | -51.2% |
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 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