+17.8%
HPQ vs COMP
-49.4%
+67.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -4.1% |
| 7D | -0.5% | +4.1% | -4.5% | -0.9% |
| 30D | +3.7% | -14.5% | +18.3% | +5.5% |
| 3M | +24.3% | +41.8% | -17.5% | +19.0% |
| 6M | +64.8% | +23.6% | +41.2% | +58.8% |
| YTD | +43.9% | +1.7% | +42.2% | +41.0% |
| 1Y | +11.7% | +12.6% | -0.9% | +7.7% |
| 3Y | +19.7% | +221.9% | -202.2% | -2.0% |
| 5Y | +32.2% | -28.1% | +60.4% | +17.4% |
| All | +17.8% | -49.4% | +67.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COMP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling