+196.1%
ON vs HPQ
+117.7%
+78.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.6% |
| 7D | +12.2% | +3.2% | +9.1% | +10.2% |
| 30D | -3.1% | -3.6% | +0.5% | -2.0% |
| 3M | -12.9% | -5.3% | -7.6% | -11.8% |
| 6M | -38.6% | +41.1% | -79.7% | -53.0% |
| YTD | +31.2% | +36.9% | -5.6% | +0.6% |
| 1Y | +47.6% | +23.5% | +24.1% | +19.7% |
| 3Y | +6.6% | +19.6% | -13.0% | -12.6% |
| 5Y | +21.3% | +11.4% | +9.9% | +4.2% |
| 10Y | +533.3% | +160.6% | +372.7% | +235.0% |
| All | +196.1% | +117.7% | +78.3% | +32.7% |
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 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