+132.2%
COP vs HPQ
+11.1%
+121.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | +4.4% | +3.2% | +1.2% | +3.8% |
| 30D | 0.0% | -3.6% | +3.6% | +0.3% |
| 3M | +15.0% | -5.3% | +20.3% | +15.4% |
| 6M | +22.0% | +41.1% | -19.1% | +9.9% |
| YTD | +55.3% | +36.9% | +18.5% | +40.1% |
| 1Y | +64.1% | +23.5% | +40.6% | +52.0% |
| 3Y | +34.1% | +19.6% | +14.5% | +18.8% |
| All | +132.2% | +11.1% | +121.2% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling