+2,627.7%
HPQ vs ROST
+70,624.3%
-67,996.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -3.6% | +0.5% | -4.1% | -3.7% |
| 3M | -5.3% | -5.2% | 0.0% | -4.2% |
| 6M | +41.1% | +9.8% | +31.3% | +38.2% |
| YTD | +36.9% | +29.4% | +7.5% | +29.0% |
| 1Y | +23.5% | +44.4% | -20.8% | +13.7% |
| 3Y | +19.6% | +95.0% | -75.4% | +2.8% |
| 5Y | +11.4% | +111.9% | -100.4% | -7.1% |
| 10Y | +160.6% | +301.2% | -140.6% | +91.4% |
| All | +2,627.7% | +70,624.3% | -67,996.6% | +853.6% |
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