+4,492.0%
COP vs HPQ
+3,038.3%
+1,453.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +3.0% | +6.9% | -3.9% | +1.4% |
| 30D | +17.5% | +14.4% | +3.0% | +13.6% |
| 3M | +13.4% | +25.6% | -12.3% | +6.9% |
| 6M | +17.7% | +75.0% | -57.3% | +1.7% |
| YTD | +46.6% | +50.7% | -4.1% | +30.8% |
| 1Y | +44.6% | +18.7% | +26.0% | +35.8% |
| 3Y | +20.7% | +21.5% | -0.8% | +10.5% |
| 5Y | +185.0% | +31.6% | +153.5% | +151.7% |
| 10Y | +347.0% | +216.1% | +130.9% | +230.2% |
| All | +4,492.0% | +3,038.3% | +1,453.7% | +2,561.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling