-17.9%
CLS vs HPQ
+22.4%
-40.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.5% |
| 7D | +16.3% | +3.2% | +13.1% | +16.0% |
| 30D | -25.7% | -3.6% | -22.1% | -25.7% |
| 3M | -30.9% | -5.3% | -25.6% | -30.8% |
| 6M | -35.5% | +41.1% | -76.6% | -39.0% |
| YTD | -18.7% | +36.9% | -55.6% | -20.7% |
| 1Y | -17.9% | +23.5% | -41.4% | -18.0% |
| All | -17.9% | +22.4% | -40.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling