+209.9%
ON vs HPQ
+139.7%
+70.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.3% |
| 7D | +2.4% | +6.9% | -4.5% | -1.7% |
| 30D | -3.3% | +14.4% | -17.7% | -11.6% |
| 3M | -43.6% | +25.6% | -69.2% | -51.8% |
| 6M | +19.0% | +75.0% | -56.1% | -19.6% |
| YTD | +37.4% | +50.7% | -13.3% | +0.9% |
| 1Y | +54.8% | +18.7% | +36.1% | +30.3% |
| 3Y | -25.2% | +21.5% | -46.7% | -38.5% |
| 5Y | +62.7% | +31.6% | +31.2% | +28.4% |
| 10Y | +574.3% | +216.1% | +358.3% | +223.8% |
| All | +209.9% | +139.7% | +70.2% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling