+23.5%
HPQ vs ROP
+6.9%
+16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | -3.6% | +28.8% | -32.4% | -14.1% |
| 3M | -5.3% | +21.1% | -26.3% | -13.8% |
| 6M | +41.1% | +52.5% | -11.4% | +15.2% |
| YTD | +36.9% | +8.9% | +28.0% | +25.5% |
| 1Y | +23.5% | +8.2% | +15.3% | +14.4% |
| All | +23.5% | +6.9% | +16.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling