+13.1%
HPQ vs COMP
-10.9%
+24.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | -3.6% | +16.6% | -20.2% | -5.4% |
| 3M | -5.3% | -23.5% | +18.2% | -2.8% |
| 6M | +41.1% | +25.7% | +15.4% | +36.3% |
| YTD | +36.9% | -3.4% | +40.3% | +34.5% |
| 1Y | +23.5% | +7.6% | +15.9% | +19.8% |
| 3Y | +19.6% | +423.6% | -404.0% | -7.8% |
| All | +13.1% | -10.9% | +24.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling