-34.5%
UPS vs HPQ
+39.2%
-73.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | -3.4% | +3.5% | -6.9% | -4.4% |
| 30D | -2.7% | +13.7% | -16.4% | -6.4% |
| 3M | -1.6% | +33.9% | -35.5% | -10.2% |
| 6M | +2.3% | +80.9% | -78.6% | -15.9% |
| YTD | +5.6% | +52.6% | -47.0% | -8.6% |
| 1Y | +27.1% | +21.2% | +5.8% | +17.6% |
| 3Y | -26.3% | +26.9% | -53.2% | -35.3% |
| 5Y | -34.5% | +41.1% | -75.6% | -43.3% |
| All | -34.5% | +39.2% | -73.7% | -43.3% |
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