+242.0%
COF vs HPQ
+259.7%
-17.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.4% | -7.8% | -3.6% |
| 7D | -5.1% | +9.8% | -14.9% | -9.8% |
| 30D | -6.0% | +22.4% | -28.4% | -15.8% |
| 3M | +14.8% | +45.2% | -30.3% | -7.0% |
| 6M | +15.3% | +96.4% | -81.1% | -23.1% |
| YTD | -13.0% | +65.4% | -78.4% | -36.4% |
| 1Y | -5.7% | +31.6% | -37.3% | -22.3% |
| 3Y | +118.1% | +37.0% | +81.1% | +66.3% |
| 5Y | +46.2% | +53.0% | -6.8% | -0.6% |
| All | +242.0% | +259.7% | -17.7% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling