+217.2%
HPQ vs COR
+405.5%
-188.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | +3.5% | -4.8% | +8.3% | +5.1% |
| 30D | +13.7% | -3.7% | +17.4% | +14.9% |
| 3M | +33.9% | +14.3% | +19.5% | +28.0% |
| 6M | +80.9% | -8.5% | +89.4% | +84.2% |
| YTD | +52.6% | -4.4% | +57.0% | +52.3% |
| 1Y | +21.2% | +9.1% | +12.1% | +15.1% |
| 3Y | +26.9% | +85.2% | -58.3% | -4.6% |
| 5Y | +41.1% | +180.7% | -139.5% | -10.9% |
| All | +217.2% | +405.5% | -188.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling