+1,445.4%
HPQ vs O
+5,387.7%
-3,942.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +6.9% | -0.7% | +7.7% | +7.2% |
| 30D | +14.4% | -1.9% | +16.3% | +15.2% |
| 3M | +25.6% | +3.8% | +21.8% | +23.9% |
| 6M | +75.0% | -4.7% | +79.8% | +77.5% |
| YTD | +50.7% | +12.5% | +38.2% | +43.7% |
| 1Y | +18.7% | +10.8% | +7.8% | +13.7% |
| 3Y | +21.5% | +28.8% | -7.3% | +9.0% |
| 5Y | +31.6% | +13.2% | +18.4% | +23.1% |
| 10Y | +216.1% | +53.5% | +162.6% | +157.7% |
| All | +1,445.4% | +5,387.7% | -3,942.4% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling