+2,953.7%
CLS vs HPQ
+231.8%
+2,721.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.0% |
| 7D | +5.0% | +3.5% | +1.5% | +2.9% |
| 30D | +4.8% | +13.7% | -8.9% | -2.5% |
| 3M | -10.4% | +33.9% | -44.2% | -23.8% |
| 6M | +20.8% | +80.9% | -60.1% | -13.2% |
| YTD | +10.0% | +52.6% | -42.6% | -14.8% |
| 1Y | +28.5% | +21.2% | +7.3% | +11.5% |
| 3Y | +1,292.2% | +26.9% | +1,265.3% | +1,059.1% |
| 5Y | +3,616.8% | +41.1% | +3,575.7% | +2,728.3% |
| All | +2,953.7% | +231.8% | +2,721.9% | +1,642.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling