+243.8%
HPQ vs ROL
+211.6%
+32.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.3% |
| 7D | +9.8% | -3.2% | +12.9% | +10.9% |
| 30D | +22.4% | -4.9% | +27.3% | +24.2% |
| 3M | +45.2% | -25.8% | +71.0% | +58.8% |
| 6M | +96.4% | -37.6% | +134.0% | +125.8% |
| YTD | +65.4% | -41.5% | +106.9% | +93.7% |
| 1Y | +31.6% | -39.5% | +71.1% | +51.9% |
| 3Y | +37.0% | +0.1% | +36.9% | +30.1% |
| 5Y | +53.0% | -4.6% | +57.6% | +44.5% |
| All | +243.8% | +211.6% | +32.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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