+1,144.5%
RSP vs HPQ
+593.8%
+550.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +2.4% | +3.2% | -0.8% | +1.3% |
| 30D | +4.3% | -3.6% | +7.9% | +5.1% |
| 3M | -0.3% | -5.3% | +5.0% | +0.1% |
| 6M | +9.8% | +41.1% | -31.3% | -5.6% |
| YTD | +16.8% | +36.9% | -20.0% | +0.5% |
| 1Y | +19.5% | +23.5% | -4.0% | +6.3% |
| 3Y | +65.1% | +19.6% | +45.6% | +42.9% |
| 5Y | +48.7% | +11.4% | +37.3% | +28.0% |
| 10Y | +213.6% | +160.6% | +53.0% | +84.7% |
| All | +1,144.5% | +593.8% | +550.7% | +416.5% |
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