+336.7%
COP vs HPQ
+160.1%
+176.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +4.4% | +3.2% | +1.2% | +3.2% |
| 30D | 0.0% | -3.6% | +3.6% | +0.5% |
| 3M | +15.0% | -5.3% | +20.3% | +15.4% |
| 6M | +22.0% | +41.1% | -19.1% | +0.8% |
| YTD | +55.3% | +36.9% | +18.5% | +28.4% |
| 1Y | +64.1% | +23.5% | +40.6% | +41.5% |
| 3Y | +34.1% | +19.6% | +14.5% | +9.2% |
| 5Y | +133.4% | +11.4% | +122.0% | +83.7% |
| All | +336.7% | +160.1% | +176.6% | +116.3% |
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 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