+19.6%
HPQ vs ROL
+5.9%
+13.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +3.2% | +3.0% | +0.2% | +2.7% |
| 30D | -3.6% | +19.8% | -23.4% | -6.2% |
| 3M | -5.3% | +7.9% | -13.2% | -6.8% |
| 6M | +41.1% | -25.6% | +66.8% | +44.1% |
| YTD | +36.9% | -34.1% | +71.0% | +42.3% |
| 1Y | +23.5% | -31.4% | +54.9% | +27.9% |
| 3Y | +19.6% | +4.7% | +14.9% | +22.5% |
| All | +19.6% | +5.9% | +13.7% | +22.5% |
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