+338.5%
COP vs HPQ
+259.7%
+78.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.4% | -8.2% | -3.1% |
| 7D | +2.3% | +9.8% | -7.5% | -1.7% |
| 30D | +8.6% | +22.4% | -13.7% | -0.6% |
| 3M | +19.9% | +45.2% | -25.3% | +1.3% |
| 6M | +19.0% | +96.4% | -77.4% | -14.0% |
| YTD | +50.0% | +65.4% | -15.4% | +16.4% |
| 1Y | +50.5% | +31.6% | +18.9% | +28.3% |
| 3Y | +25.2% | +37.0% | -11.8% | -1.7% |
| 5Y | +194.3% | +53.0% | +141.3% | +100.5% |
| All | +338.5% | +259.7% | +78.8% | +93.3% |
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