-5.6%
COST vs HPQ
+30.7%
-36.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | +0.2% |
| 7D | -1.2% | +9.8% | -11.0% | -1.3% |
| 30D | -4.7% | +22.4% | -27.1% | -5.0% |
| 3M | -7.1% | +45.2% | -52.3% | -7.4% |
| 6M | -8.5% | +96.4% | -105.0% | -10.0% |
| YTD | +5.4% | +65.4% | -60.0% | +5.3% |
| 1Y | -5.6% | +31.6% | -37.2% | -3.2% |
| All | -5.6% | +30.7% | -36.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling