+213.9%
HPQ vs ROP
+136.8%
+77.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.3% | +5.8% |
| 7D | +2.2% | -6.1% | +8.4% | +6.2% |
| 30D | +9.7% | -3.4% | +13.1% | +11.7% |
| 3M | +32.7% | +16.7% | +16.0% | +19.0% |
| 6M | +77.7% | +8.1% | +69.6% | +67.2% |
| YTD | +51.0% | -11.7% | +62.7% | +60.9% |
| 1Y | +18.4% | -24.2% | +42.6% | +39.2% |
| 3Y | +25.6% | -19.0% | +44.5% | +38.6% |
| 5Y | +38.6% | -15.9% | +54.5% | +47.2% |
| All | +213.9% | +136.8% | +77.1% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling