+243.8%
HPQ vs ROST
+317.9%
-74.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.3% |
| 7D | +9.8% | +0.2% | +9.5% | +9.7% |
| 30D | +22.4% | -6.9% | +29.2% | +26.2% |
| 3M | +45.2% | -3.3% | +48.5% | +46.9% |
| 6M | +96.4% | +9.0% | +87.4% | +87.9% |
| YTD | +65.4% | +28.9% | +36.5% | +46.0% |
| 1Y | +31.6% | +54.0% | -22.4% | +7.0% |
| 3Y | +37.0% | +100.7% | -63.7% | -2.9% |
| 5Y | +53.0% | +116.0% | -63.0% | +1.0% |
| All | +243.8% | +317.9% | -74.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling