+5,625.4%
COF vs HPQ
+1,323.0%
+4,302.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -3.5% |
| 7D | -2.7% | +2.2% | -4.9% | -3.7% |
| 30D | -3.4% | +9.7% | -13.1% | -7.6% |
| 3M | +15.4% | +32.7% | -17.3% | +0.7% |
| 6M | +14.4% | +77.7% | -63.3% | -14.0% |
| YTD | -12.0% | +51.0% | -63.0% | -29.1% |
| 1Y | -3.7% | +18.4% | -22.1% | -14.3% |
| 3Y | +121.1% | +25.6% | +95.5% | +86.3% |
| 5Y | +47.8% | +38.6% | +9.2% | +17.0% |
| 10Y | +250.3% | +226.1% | +24.2% | +90.5% |
| All | +5,625.4% | +1,323.0% | +4,302.4% | +1,635.2% |
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