+31.6%
HPQ vs ROP
-23.7%
+55.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -4.6% | +14.4% | +12.0% |
| 30D | +22.4% | -1.7% | +24.1% | +22.7% |
| 3M | +45.2% | +17.1% | +28.1% | +34.2% |
| 6M | +96.4% | +10.9% | +85.6% | +85.2% |
| YTD | +65.4% | -12.1% | +77.5% | +66.0% |
| 1Y | +31.6% | -24.2% | +55.8% | +39.6% |
| All | +31.6% | -23.7% | +55.3% | +39.6% |
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