+25,808.1%
CAT vs HPQ
+3,038.3%
+22,769.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | +1.7% | +6.9% | -5.2% | -0.4% |
| 30D | -6.6% | +14.4% | -21.0% | -10.6% |
| 3M | -13.3% | +25.6% | -38.9% | -19.9% |
| 6M | +11.6% | +75.0% | -63.4% | -8.2% |
| YTD | +42.9% | +50.7% | -7.7% | +22.8% |
| 1Y | +95.4% | +18.7% | +76.8% | +79.8% |
| 3Y | +196.6% | +21.5% | +175.1% | +165.6% |
| 5Y | +321.7% | +31.6% | +290.1% | +261.6% |
| 10Y | +1,140.8% | +216.1% | +924.7% | +707.4% |
| All | +25,808.1% | +3,038.3% | +22,769.8% | +8,139.6% |
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