+13.1%
HPQ vs COR
+203.9%
-190.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.2% |
| 7D | +3.2% | +7.8% | -4.7% | +2.0% |
| 30D | -3.6% | +7.0% | -10.6% | -4.5% |
| 3M | -5.3% | +16.3% | -21.5% | -7.3% |
| 6M | +41.1% | +41.3% | -0.1% | +34.2% |
| YTD | +36.9% | +7.1% | +29.7% | +34.3% |
| 1Y | +23.5% | -0.8% | +24.3% | +23.0% |
| 3Y | +19.6% | +85.0% | -65.4% | -4.6% |
| All | +13.1% | +203.9% | -190.8% | -29.3% |
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