+19.7%
HPQ vs ROL
+1.0%
+18.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.2% |
| 7D | -0.5% | -3.4% | +2.9% | 0.0% |
| 30D | +3.7% | -6.9% | +10.7% | +4.6% |
| 3M | +24.3% | -24.6% | +48.9% | +28.3% |
| 6M | +64.8% | -39.5% | +104.3% | +74.3% |
| YTD | +43.9% | -41.1% | +85.0% | +53.2% |
| 1Y | +11.7% | -37.9% | +49.6% | +18.0% |
| 3Y | +19.7% | +0.8% | +18.9% | +17.0% |
| All | +19.7% | +1.0% | +18.7% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling