+1,940.5%
HPQ vs ROP
+30,173.0%
-28,232.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 3M | -5.3% | +21.1% | -26.3% | -11.3% |
| 6M | +41.1% | +52.5% | -11.4% | +22.7% |
| YTD | +36.9% | +8.9% | +28.0% | +32.1% |
| 1Y | +23.5% | +8.2% | +15.3% | +19.4% |
| 3Y | +19.6% | -5.2% | +24.7% | +20.1% |
| 5Y | +11.4% | +1.7% | +9.7% | +9.5% |
| 10Y | +160.6% | +185.4% | -24.8% | +91.5% |
| All | +1,940.5% | +30,173.0% | -28,232.5% | +621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling