+2,146.6%
HPQ vs ROP
+25,523.2%
-23,376.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +3.4% |
| 7D | +6.9% | -4.4% | +11.4% | +8.4% |
| 30D | +14.4% | +3.2% | +11.2% | +13.1% |
| 3M | +25.6% | +23.1% | +2.6% | +17.0% |
| 6M | +75.0% | +13.3% | +61.7% | +67.6% |
| YTD | +50.7% | -7.9% | +58.5% | +53.8% |
| 1Y | +18.7% | -22.1% | +40.7% | +27.6% |
| 3Y | +21.5% | -16.8% | +38.3% | +27.6% |
| 5Y | +31.6% | -13.5% | +45.1% | +36.5% |
| 10Y | +216.1% | +137.7% | +78.4% | +146.7% |
| All | +2,146.6% | +25,523.2% | -23,376.6% | +740.1% |
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