+177.9%
KO vs HPQ
+231.8%
-54.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -1.1% | +3.5% | -4.6% | -1.7% |
| 30D | +1.6% | +13.7% | -12.1% | -0.5% |
| 3M | +5.8% | +33.9% | -28.1% | +0.9% |
| 6M | +14.3% | +80.9% | -66.6% | +3.2% |
| YTD | +27.3% | +52.6% | -25.3% | +18.0% |
| 1Y | +33.2% | +21.2% | +11.9% | +27.8% |
| 3Y | +64.5% | +26.9% | +37.6% | +52.5% |
| 5Y | +83.1% | +41.1% | +42.0% | +60.5% |
| All | +177.9% | +231.8% | -54.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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