+1,123.7%
CAT vs HPQ
+231.8%
+891.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | +0.6% | +3.5% | -2.9% | -0.8% |
| 30D | -4.5% | +13.7% | -18.2% | -9.7% |
| 3M | -5.8% | +33.9% | -39.7% | -17.3% |
| 6M | +12.7% | +80.9% | -68.2% | -14.9% |
| YTD | +41.4% | +52.6% | -11.2% | +14.4% |
| 1Y | +92.1% | +21.2% | +70.8% | +70.6% |
| 3Y | +197.5% | +26.9% | +170.6% | +149.1% |
| 5Y | +327.9% | +41.1% | +286.8% | +225.4% |
| All | +1,123.7% | +231.8% | +891.9% | +569.3% |
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