+688.6%
CAT vs HPQ
+160.1%
+528.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +7.4% | +3.2% | +4.3% | +6.2% |
| 30D | -19.7% | -3.6% | -16.1% | -19.1% |
| 3M | -29.6% | -5.3% | -24.3% | -29.4% |
| 6M | -33.2% | +41.1% | -74.3% | -44.5% |
| YTD | +5.7% | +36.9% | -31.2% | -12.0% |
| 1Y | +9.3% | +23.5% | -14.2% | -5.1% |
| 3Y | +158.3% | +19.6% | +138.7% | +117.7% |
| 5Y | +211.6% | +11.4% | +200.2% | +160.0% |
| All | +688.6% | +160.1% | +528.5% | +376.1% |
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