+1,127.7%
RSP vs HPQ
+663.9%
+463.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -0.8% | +6.9% | -7.7% | -3.1% |
| 30D | -0.3% | +14.4% | -14.8% | -5.2% |
| 3M | +4.3% | +25.6% | -21.3% | -4.5% |
| 6M | +8.8% | +75.0% | -66.2% | -12.8% |
| YTD | +15.3% | +50.7% | -35.4% | -2.9% |
| 1Y | +18.3% | +18.7% | -0.4% | +7.7% |
| 3Y | +52.8% | +21.5% | +31.3% | +33.2% |
| 5Y | +51.7% | +31.6% | +20.1% | +24.1% |
| 10Y | +208.5% | +216.1% | -7.6% | +71.5% |
| All | +1,127.7% | +663.9% | +463.8% | +398.8% |
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