+2,627.7%
HPQ vs ROL
+9,850.6%
-7,222.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | +3.2% | +3.0% | +0.2% | +2.1% |
| 30D | -3.6% | +19.8% | -23.4% | -9.4% |
| 3M | -5.3% | +7.9% | -13.2% | -7.9% |
| 6M | +41.1% | -25.6% | +66.8% | +54.9% |
| YTD | +36.9% | -34.1% | +71.0% | +56.0% |
| 1Y | +23.5% | -31.4% | +54.9% | +38.7% |
| 3Y | +19.6% | +4.7% | +14.9% | +13.7% |
| 5Y | +11.4% | +15.6% | -4.2% | +0.3% |
| 10Y | +160.6% | +220.6% | -60.0% | +57.3% |
| All | +2,627.7% | +9,850.6% | -7,222.9% | +330.6% |
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