+25,321.1%
ORCL vs HPQ
+2,642.6%
+22,678.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -15.3% | -6.5% | -8.8% | -13.3% |
| 3M | -18.2% | -5.1% | -13.1% | -17.9% |
| 6M | -38.4% | +27.3% | -65.7% | -46.4% |
| YTD | -37.7% | +31.7% | -69.4% | -46.9% |
| 1Y | -49.3% | +13.0% | -62.2% | -54.1% |
| 3Y | +10.6% | +18.3% | -7.7% | -6.6% |
| 5Y | +35.5% | +7.4% | +28.1% | +14.2% |
| 10Y | +251.6% | +154.8% | +96.8% | +76.4% |
| All | +25,321.1% | +2,642.6% | +22,678.5% | +2,520.5% |
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