+2,768.0%
HPQ vs ROK
+15,675.2%
-12,907.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.0% |
| 7D | -0.5% | +2.8% | -3.3% | -1.6% |
| 30D | +3.7% | -2.4% | +6.1% | +4.7% |
| 3M | +24.3% | -4.7% | +29.0% | +25.5% |
| 6M | +64.8% | +16.8% | +48.0% | +51.6% |
| YTD | +43.9% | +11.4% | +32.5% | +34.6% |
| 1Y | +11.7% | +26.2% | -14.5% | -1.2% |
| 3Y | +19.7% | +51.9% | -32.2% | -4.9% |
| 5Y | +32.2% | +46.4% | -14.1% | +4.7% |
| 10Y | +198.9% | +343.5% | -144.6% | +46.1% |
| All | +2,768.0% | +15,675.2% | -12,907.2% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling