+1,914.6%
CLS vs HPQ
+160.1%
+1,754.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.2% |
| 7D | +16.3% | +3.2% | +13.1% | +14.6% |
| 30D | -25.7% | -3.6% | -22.1% | -25.4% |
| 3M | -30.9% | -5.3% | -25.6% | -31.1% |
| 6M | -35.5% | +41.1% | -76.6% | -48.5% |
| YTD | -18.7% | +36.9% | -55.6% | -35.2% |
| 1Y | -17.9% | +23.5% | -41.4% | -31.2% |
| 3Y | +838.1% | +19.6% | +818.5% | +684.1% |
| 5Y | +1,971.9% | +11.4% | +1,960.5% | +1,635.3% |
| All | +1,914.6% | +160.1% | +1,754.5% | +1,041.6% |
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 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