+333.5%
CAT vs HPQ
+30.6%
+302.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.6% | +2.4% |
| 7D | +5.6% | -0.5% | +6.0% | +5.6% |
| 30D | -2.3% | +3.7% | -6.1% | -3.8% |
| 3M | -10.0% | +24.3% | -34.3% | -16.7% |
| 6M | +21.2% | +64.8% | -43.5% | -0.6% |
| YTD | +44.4% | +43.9% | +0.5% | +24.3% |
| 1Y | +96.3% | +11.7% | +84.6% | +85.1% |
| 3Y | +203.9% | +19.7% | +184.2% | +169.0% |
| 5Y | +333.5% | +32.2% | +301.3% | +257.1% |
| All | +333.5% | +30.6% | +302.9% | +257.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling