+19.6%
HPQ vs COR
+86.2%
-66.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.8% |
| 7D | +3.2% | +7.8% | -4.7% | +3.5% |
| 30D | -3.6% | +7.0% | -10.6% | -3.3% |
| 3M | -5.3% | +16.3% | -21.5% | -4.5% |
| 6M | +41.1% | +41.3% | -0.1% | +44.5% |
| YTD | +36.9% | +7.1% | +29.7% | +36.3% |
| 1Y | +23.5% | -0.8% | +24.3% | +21.6% |
| 3Y | +19.6% | +85.0% | -65.4% | +32.5% |
| All | +19.6% | +86.2% | -66.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling