+8.6%
HPQ vs COMP
-52.0%
+60.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.1% | -4.5% |
| 7D | -1.1% | +13.4% | -14.6% | -2.6% |
| 30D | -11.7% | +11.1% | -22.8% | -12.9% |
| 3M | +2.0% | -18.8% | +20.8% | +4.0% |
| 6M | +35.9% | +10.5% | +25.4% | +33.2% |
| YTD | +32.7% | -3.4% | +36.1% | +30.4% |
| 1Y | +14.3% | +19.7% | -5.4% | +9.5% |
| 3Y | +17.8% | +381.6% | -363.8% | -8.0% |
| 5Y | +7.6% | -17.6% | +25.1% | -5.9% |
| All | +8.6% | -52.0% | +60.6% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling