+138.6%
NOK vs HPQ
+259.7%
-121.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.4% | -3.6% | +2.0% |
| 7D | +11.0% | +9.8% | +1.2% | +7.4% |
| 30D | +7.8% | +22.4% | -14.5% | +0.3% |
| 3M | -21.0% | +45.2% | -66.2% | -31.3% |
| 6M | +40.9% | +96.4% | -55.5% | +9.6% |
| YTD | +72.0% | +65.4% | +6.6% | +41.2% |
| 1Y | +140.9% | +31.6% | +109.3% | +113.0% |
| 3Y | +194.3% | +37.0% | +157.2% | +147.2% |
| 5Y | +112.5% | +53.0% | +59.5% | +66.4% |
| All | +138.6% | +259.7% | -121.2% | +33.7% |
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