+2,903.2%
HPQ vs ROL
+9,030.3%
-6,127.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +6.9% | -1.4% | +8.4% | +7.5% |
| 30D | +14.4% | -4.1% | +18.5% | +16.1% |
| 3M | +25.6% | -22.5% | +48.1% | +36.6% |
| 6M | +75.0% | -37.7% | +112.7% | +104.2% |
| YTD | +50.7% | -39.6% | +90.3% | +77.3% |
| 1Y | +18.7% | -36.0% | +54.7% | +36.2% |
| 3Y | +21.5% | -5.1% | +26.7% | +19.4% |
| 5Y | +31.6% | -3.4% | +34.9% | +25.8% |
| 10Y | +216.1% | +215.2% | +0.8% | +92.1% |
| All | +2,903.2% | +9,030.3% | -6,127.0% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling