+1,303.6%
HPQ vs O
+5,221.5%
-3,917.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +3.2% | -0.4% | +3.5% | +3.3% |
| 30D | -3.6% | +7.1% | -10.7% | -5.9% |
| 3M | -5.3% | -5.2% | -0.1% | -3.5% |
| 6M | +41.1% | -1.8% | +42.9% | +41.8% |
| YTD | +36.9% | +9.1% | +27.8% | +32.0% |
| 1Y | +23.5% | +9.7% | +13.8% | +18.9% |
| 3Y | +19.6% | +39.1% | -19.6% | +4.4% |
| 5Y | +11.4% | +8.4% | +3.1% | +6.1% |
| 10Y | +160.6% | +80.2% | +80.4% | +102.5% |
| All | +1,303.6% | +5,221.5% | -3,917.9% | +232.7% |
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