+38.6%
HPQ vs COR
+180.2%
-141.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +2.2% | -3.9% | +6.1% | +2.9% |
| 30D | +9.7% | -0.3% | +10.1% | +9.7% |
| 3M | +32.7% | +15.9% | +16.9% | +29.6% |
| 6M | +77.7% | -10.3% | +88.0% | +79.7% |
| YTD | +51.0% | -3.7% | +54.7% | +50.5% |
| 1Y | +18.4% | +9.1% | +9.3% | +14.7% |
| 3Y | +25.6% | +86.6% | -61.0% | -4.3% |
| 5Y | +38.6% | +180.9% | -142.3% | -12.7% |
| All | +38.6% | +180.2% | -141.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling