+19.7%
HPQ vs COO
-23.3%
+43.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.9% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | +3.7% | -8.8% | +12.5% | +5.8% |
| 3M | +24.3% | +1.3% | +23.0% | +23.6% |
| 6M | +64.8% | -11.6% | +76.3% | +69.7% |
| YTD | +43.9% | -17.4% | +61.3% | +51.1% |
| 1Y | +11.7% | -1.6% | +13.2% | +11.5% |
| 3Y | +19.7% | -22.6% | +42.3% | +22.8% |
| All | +19.7% | -23.3% | +43.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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