+221.2%
UPS vs HPQ
+310.7%
-89.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -2.3% | +3.7% | -6.0% | -3.3% |
| 3M | -5.2% | +24.3% | -29.5% | -10.4% |
| 6M | +1.4% | +64.8% | -63.3% | -11.0% |
| YTD | +6.1% | +43.9% | -37.8% | -4.0% |
| 1Y | +27.0% | +11.7% | +15.3% | +21.3% |
| 3Y | -25.9% | +19.7% | -45.6% | -31.5% |
| 5Y | -34.6% | +32.2% | -66.8% | -41.7% |
| 10Y | +36.2% | +198.9% | -162.8% | -1.6% |
| All | +221.2% | +310.7% | -89.5% | +110.5% |
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