+243.8%
HPQ vs ROK
+357.9%
-114.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.6% |
| 7D | +9.8% | -1.2% | +11.0% | +10.5% |
| 30D | +22.4% | -4.8% | +27.2% | +25.3% |
| 3M | +45.2% | -6.1% | +51.3% | +48.0% |
| 6M | +96.4% | +15.5% | +80.9% | +78.3% |
| YTD | +65.4% | +11.2% | +54.2% | +52.3% |
| 1Y | +31.6% | +23.8% | +7.7% | +14.2% |
| 3Y | +37.0% | +53.1% | -16.1% | +1.9% |
| 5Y | +53.0% | +48.3% | +4.7% | +12.1% |
| All | +243.8% | +357.9% | -114.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling