+11,601.2%
COST vs HPQ
+3,344.5%
+8,256.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -1.5% |
| 7D | -1.2% | +9.8% | -11.0% | -3.2% |
| 30D | -4.7% | +22.4% | -27.1% | -8.9% |
| 3M | -7.1% | +45.2% | -52.3% | -14.5% |
| 6M | -8.5% | +96.4% | -105.0% | -21.9% |
| YTD | +5.4% | +65.4% | -60.0% | -7.0% |
| 1Y | -5.6% | +31.6% | -37.2% | -12.9% |
| 3Y | +68.5% | +37.0% | +31.5% | +50.7% |
| 5Y | +105.2% | +53.0% | +52.2% | +76.6% |
| 10Y | +610.7% | +257.2% | +353.5% | +385.1% |
| All | +11,601.2% | +3,344.5% | +8,256.7% | +3,643.0% |
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