+39.7%
HPQ vs ROST
+107.3%
-67.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.6% |
| 7D | +2.2% | -2.2% | +4.5% | +3.1% |
| 30D | +9.7% | -11.4% | +21.2% | +15.2% |
| 3M | +32.7% | -1.6% | +34.4% | +33.2% |
| 6M | +77.7% | +6.8% | +70.9% | +72.0% |
| YTD | +51.0% | +25.8% | +25.2% | +36.1% |
| 1Y | +18.4% | +52.4% | -34.0% | -1.7% |
| 3Y | +25.6% | +94.4% | -68.8% | -6.9% |
| All | +39.7% | +107.3% | -67.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling