+243.8%
HPQ vs O
+54.0%
+189.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.5% |
| 7D | +9.8% | -2.9% | +12.6% | +11.2% |
| 30D | +22.4% | -4.5% | +26.9% | +24.8% |
| 3M | +45.2% | -2.6% | +47.8% | +46.8% |
| 6M | +96.4% | -5.6% | +102.1% | +100.8% |
| YTD | +65.4% | +9.3% | +56.1% | +57.5% |
| 1Y | +31.6% | +4.3% | +27.3% | +28.0% |
| 3Y | +37.0% | +27.4% | +9.6% | +18.9% |
| 5Y | +53.0% | +17.1% | +35.9% | +37.5% |
| All | +243.8% | +54.0% | +189.8% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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