+94.3%
ORCL vs HPQ
+30.6%
+63.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.6% |
| 7D | +15.0% | -0.5% | +15.5% | +15.1% |
| 30D | +10.5% | +3.7% | +6.8% | +9.1% |
| 3M | -23.0% | +24.3% | -47.3% | -28.3% |
| 6M | +7.0% | +64.8% | -57.8% | -8.4% |
| YTD | -15.8% | +43.9% | -59.7% | -25.2% |
| 1Y | -31.1% | +11.7% | -42.7% | -34.7% |
| 3Y | +33.3% | +19.7% | +13.6% | +19.9% |
| 5Y | +94.3% | +32.2% | +62.1% | +77.3% |
| All | +94.3% | +30.6% | +63.8% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling