+207.3%
CAT vs HPQ
+8.3%
+199.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -6.3% | +0.5% | -6.8% | -6.6% |
| 30D | -26.8% | -5.9% | -20.9% | -25.9% |
| 3M | -30.0% | -3.7% | -26.3% | -30.3% |
| 6M | -34.6% | +28.1% | -62.7% | -41.8% |
| YTD | +2.9% | +32.5% | -29.6% | -10.2% |
| 1Y | +3.3% | +18.1% | -14.8% | -6.0% |
| 3Y | +153.7% | +16.4% | +137.3% | +122.8% |
| 5Y | +207.3% | +8.9% | +198.4% | +176.7% |
| All | +207.3% | +8.3% | +199.0% | +176.7% |
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