+39.9%
HPQ vs ONON
-24.2%
+64.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.3% |
| 7D | +2.2% | -3.5% | +5.7% | +3.0% |
| 30D | +9.7% | -30.8% | +40.5% | +17.8% |
| 3M | +32.7% | -29.8% | +62.6% | +41.7% |
| 6M | +77.7% | -34.8% | +112.5% | +91.4% |
| YTD | +51.0% | -42.3% | +93.2% | +66.5% |
| 1Y | +18.4% | -39.5% | +57.9% | +28.6% |
| 3Y | +25.6% | -9.3% | +34.9% | +21.8% |
| All | +39.9% | -24.2% | +64.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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