+19.6%
HPQ vs O
+39.0%
-19.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.2% | -0.4% | +3.5% | +3.2% |
| 30D | -3.6% | +7.1% | -10.7% | -4.9% |
| 3M | -5.3% | -5.2% | -0.1% | -4.5% |
| 6M | +41.1% | -1.8% | +42.9% | +41.5% |
| YTD | +36.9% | +9.1% | +27.8% | +33.4% |
| 1Y | +23.5% | +9.7% | +13.8% | +20.3% |
| 3Y | +19.6% | +39.1% | -19.6% | +11.0% |
| All | +19.6% | +39.0% | -19.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling