+2,540.4%
HPQ vs COO
+5,462.0%
-2,921.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.5% | +4.5% | -4.0% | +0.1% |
| 30D | -5.9% | +16.9% | -22.8% | -7.2% |
| 3M | -3.7% | -16.7% | +13.0% | -2.3% |
| 6M | +28.1% | +5.9% | +22.1% | +26.9% |
| YTD | +32.5% | -22.4% | +54.9% | +35.0% |
| 1Y | +18.1% | -10.1% | +28.2% | +18.7% |
| 3Y | +16.4% | -22.8% | +39.2% | +18.1% |
| 5Y | +8.9% | -41.4% | +50.3% | +12.7% |
| 10Y | +157.6% | +41.3% | +116.4% | +150.7% |
| All | +2,540.4% | +5,462.0% | -2,921.6% | +2,045.7% |
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