-5.1%
COF vs HPQ
+18.6%
-23.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.7% |
| 7D | +0.7% | -7.8% | +8.5% | +1.5% |
| 30D | +5.7% | -4.9% | +10.6% | +6.1% |
| 3M | -6.7% | +4.9% | -11.6% | -7.8% |
| 6M | +9.5% | +47.1% | -37.6% | +1.2% |
| YTD | -13.9% | +39.5% | -53.4% | -18.6% |
| 1Y | -5.1% | +21.3% | -26.3% | -5.9% |
| All | -5.1% | +18.6% | -23.7% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling