-27.5%
ON vs HPQ
+24.5%
-52.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -2.4% |
| 7D | -1.9% | +2.2% | -4.1% | -2.9% |
| 30D | -11.0% | +9.7% | -20.8% | -15.5% |
| 3M | -39.3% | +32.7% | -72.1% | -48.4% |
| 6M | +19.8% | +77.7% | -57.9% | -18.5% |
| YTD | +31.1% | +51.0% | -19.9% | -1.1% |
| 1Y | +46.0% | +18.4% | +27.6% | +30.1% |
| All | -27.5% | +24.5% | -52.0% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling