-23.6%
RKT vs HPQ
+116.6%
-140.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | 0.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +0.7% | +3.7% | -3.1% | -1.2% |
| 3M | +11.8% | +24.3% | -12.5% | +1.4% |
| 6M | -7.6% | +64.8% | -72.4% | -27.2% |
| YTD | -28.7% | +43.9% | -72.6% | -40.5% |
| 1Y | -32.6% | +11.7% | -44.2% | -37.4% |
| 3Y | +42.1% | +19.7% | +22.4% | +20.0% |
| 5Y | -7.2% | +32.2% | -39.4% | -26.2% |
| All | -23.6% | +116.6% | -140.2% | -55.9% |
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