+96.8%
CAT vs HPQ
+17.7%
+79.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -1.0% |
| 7D | +2.9% | +2.2% | +0.7% | +2.8% |
| 30D | -2.6% | +9.7% | -12.4% | -3.0% |
| 3M | -10.7% | +32.7% | -43.4% | -12.2% |
| 6M | +16.1% | +77.7% | -61.6% | +5.3% |
| YTD | +43.2% | +51.0% | -7.8% | +37.1% |
| 1Y | +96.8% | +18.4% | +78.4% | +106.3% |
| All | +96.8% | +17.7% | +79.1% | +106.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling