+17.8%
HPQ vs COMP
+353.8%
-335.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.1% | -4.4% |
| 7D | -1.1% | +13.4% | -14.6% | -2.5% |
| 30D | -11.7% | +11.1% | -22.8% | -12.8% |
| 3M | +2.0% | -18.8% | +20.8% | +3.7% |
| 6M | +35.9% | +10.5% | +25.4% | +33.6% |
| YTD | +32.7% | -3.4% | +36.1% | +30.8% |
| 1Y | +14.3% | +19.7% | -5.4% | +10.0% |
| 3Y | +17.8% | +381.6% | -363.8% | -2.2% |
| All | +17.8% | +353.8% | -335.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling