+20.0%
HPQ vs ROL
-38.5%
+58.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +2.2% | -3.3% | +5.5% | +2.6% |
| 30D | +9.7% | -7.2% | +17.0% | +10.6% |
| 3M | +32.7% | -27.0% | +59.7% | +35.4% |
| 6M | +77.7% | -39.5% | +117.2% | +83.6% |
| YTD | +51.0% | -41.8% | +92.8% | +59.0% |
| All | +20.0% | -38.5% | +58.5% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling