+2,768.0%
HPQ vs ROST
+69,900.9%
-67,132.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +3.7% | -10.0% | +13.7% | +6.1% |
| 3M | +24.3% | +1.2% | +23.1% | +23.8% |
| 6M | +64.8% | +8.9% | +55.8% | +61.5% |
| YTD | +43.9% | +28.1% | +15.8% | +36.0% |
| 1Y | +11.7% | +53.0% | -41.3% | +1.5% |
| 3Y | +19.7% | +97.9% | -78.2% | +2.5% |
| 5Y | +32.2% | +112.0% | -79.8% | +10.2% |
| 10Y | +198.9% | +303.0% | -104.0% | +119.5% |
| All | +2,768.0% | +69,900.9% | -67,132.9% | +904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling