+361.0%
ORLY vs HPQ
+259.7%
+101.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.0% | -1.3% |
| 7D | -2.4% | +9.8% | -12.1% | -4.3% |
| 30D | -6.8% | +22.4% | -29.1% | -10.8% |
| 3M | -4.8% | +45.2% | -49.9% | -12.2% |
| 6M | -9.1% | +96.4% | -105.5% | -22.2% |
| YTD | -5.9% | +65.4% | -71.3% | -16.6% |
| 1Y | -20.4% | +31.6% | -52.0% | -26.2% |
| 3Y | +36.6% | +37.0% | -0.4% | +20.9% |
| 5Y | +117.3% | +53.0% | +64.3% | +80.3% |
| All | +361.0% | +259.7% | +101.3% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling