+700.3%
CAT vs HPQ
+164.1%
+536.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.2% |
| 7D | +1.7% | -3.2% | +5.0% | +3.0% |
| 30D | -24.6% | -3.0% | -21.5% | -24.2% |
| 3M | -28.5% | +0.6% | -29.1% | -30.0% |
| 6M | -34.8% | +36.6% | -71.4% | -45.2% |
| YTD | +5.9% | +35.0% | -29.1% | -11.4% |
| 1Y | +6.8% | +23.1% | -16.2% | -7.2% |
| 3Y | +161.1% | +18.6% | +142.4% | +120.5% |
| 5Y | +213.4% | +10.3% | +203.1% | +162.3% |
| 10Y | +700.3% | +157.1% | +543.3% | +385.8% |
| All | +700.3% | +164.1% | +536.3% | +385.8% |
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 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