+19,212.2%
CAT vs HPQ
+2,703.8%
+16,508.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +9.3% | -1.9% | +11.2% | +9.9% |
| 30D | -21.5% | -5.7% | -15.8% | -20.5% |
| 3M | -29.1% | -0.4% | -28.7% | -30.0% |
| 6M | -33.4% | +40.0% | -73.4% | -41.7% |
| YTD | +6.6% | +34.6% | -28.1% | -6.4% |
| 1Y | +6.5% | +20.4% | -13.9% | -3.3% |
| 3Y | +162.7% | +18.3% | +144.4% | +134.7% |
| 5Y | +214.2% | +9.6% | +204.6% | +182.0% |
| 10Y | +705.2% | +156.3% | +548.9% | +450.6% |
| All | +19,212.2% | +2,703.8% | +16,508.4% | +6,184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling