+10.3%
HPQ vs ROL
+14.4%
-4.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | -3.0% | +20.6% | -23.6% | -7.1% |
| 3M | +0.6% | +4.5% | -3.9% | -0.7% |
| 6M | +36.6% | -26.5% | +63.1% | +44.9% |
| YTD | +35.0% | -34.8% | +69.8% | +47.2% |
| 1Y | +23.1% | -33.2% | +56.3% | +33.3% |
| 3Y | +18.6% | +4.5% | +14.2% | +11.6% |
| 5Y | +10.3% | +15.5% | -5.2% | -3.0% |
| All | +10.3% | +14.4% | -4.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling