+2,768.0%
HPQ vs OMC
+5,896.1%
-3,128.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.6% |
| 7D | -0.5% | -5.8% | +5.3% | +2.2% |
| 30D | +3.7% | -4.8% | +8.5% | +6.0% |
| 3M | +24.3% | +9.2% | +15.1% | +18.4% |
| 6M | +64.8% | -2.5% | +67.2% | +65.7% |
| YTD | +43.9% | +2.6% | +41.3% | +39.5% |
| 1Y | +11.7% | +5.9% | +5.7% | +6.1% |
| 3Y | +19.7% | +14.2% | +5.5% | +7.7% |
| 5Y | +32.2% | +33.2% | -1.0% | +8.5% |
| 10Y | +198.9% | +33.4% | +165.5% | +136.9% |
| All | +2,768.0% | +5,896.1% | -3,128.2% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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