+156.1%
HPQ vs COR
+486.2%
-330.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.7% |
| 7D | +3.2% | +7.8% | -4.7% | +0.7% |
| 30D | -3.6% | +7.0% | -10.6% | -5.7% |
| 3M | -5.3% | +16.3% | -21.5% | -10.0% |
| 6M | +41.1% | +41.3% | -0.1% | +25.4% |
| YTD | +36.9% | +7.1% | +29.7% | +31.4% |
| 1Y | +23.5% | -0.8% | +24.3% | +21.8% |
| 3Y | +19.6% | +85.0% | -65.4% | -10.5% |
| 5Y | +11.4% | +203.9% | -192.5% | -33.3% |
| All | +156.1% | +486.2% | -330.1% | +20.8% |
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