+19.7%
HPQ vs ROP
-18.5%
+38.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.2% |
| 7D | -0.5% | -5.4% | +4.9% | +2.1% |
| 30D | +3.7% | -1.6% | +5.4% | +4.2% |
| 3M | +24.3% | +18.8% | +5.5% | +13.6% |
| 6M | +64.8% | +8.2% | +56.6% | +57.3% |
| YTD | +43.9% | -10.5% | +54.4% | +49.5% |
| 1Y | +11.7% | -23.7% | +35.4% | +25.4% |
| 3Y | +19.7% | -17.9% | +37.5% | +27.5% |
| All | +19.7% | -18.5% | +38.2% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling