-36.9%
CBRS vs HPQ
+52.8%
-89.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -0.5% |
| 7D | +6.3% | +1.3% | +5.1% | +6.8% |
| 30D | -14.7% | +8.7% | -23.4% | -11.1% |
| 3M | -13.5% | +31.5% | -45.0% | -4.6% |
| All | -36.9% | +52.8% | -89.7% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling