+24.5%
COP vs HPQ
+24.5%
0.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.4% |
| 7D | -0.5% | +2.2% | -2.7% | -0.9% |
| 30D | +11.7% | +9.7% | +2.0% | +9.9% |
| 3M | +17.7% | +32.7% | -15.0% | +11.8% |
| 6M | +18.3% | +77.7% | -59.4% | +4.9% |
| YTD | +49.1% | +51.0% | -1.9% | +36.8% |
| 1Y | +53.3% | +18.4% | +34.9% | +48.3% |
| All | +24.5% | +24.5% | 0.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling