+2,903.2%
HPQ vs COO
+5,988.7%
-3,085.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | +6.9% | -2.2% | +9.2% | +7.2% |
| 30D | +14.4% | -7.0% | +21.5% | +15.2% |
| 3M | +25.6% | +12.2% | +13.4% | +24.1% |
| 6M | +75.0% | -15.1% | +90.2% | +77.2% |
| YTD | +50.7% | -15.1% | +65.8% | +52.6% |
| 1Y | +18.7% | +2.3% | +16.3% | +18.1% |
| 3Y | +21.5% | -23.7% | +45.2% | +23.5% |
| 5Y | +31.6% | -38.9% | +70.5% | +35.9% |
| 10Y | +216.1% | +49.9% | +166.1% | +206.3% |
| All | +2,903.2% | +5,988.7% | -3,085.5% | +2,325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling