+34.1%
COP vs HPQ
+19.7%
+14.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +4.4% | +3.2% | +1.2% | +4.0% |
| 30D | 0.0% | -3.6% | +3.6% | +0.2% |
| 3M | +15.0% | -5.3% | +20.3% | +15.3% |
| 6M | +22.0% | +41.1% | -19.1% | +12.8% |
| YTD | +55.3% | +36.9% | +18.5% | +43.9% |
| 1Y | +64.1% | +23.5% | +40.6% | +55.4% |
| 3Y | +34.1% | +19.6% | +14.5% | +20.4% |
| All | +34.1% | +19.7% | +14.4% | +20.4% |
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