+3,682.3%
CLS vs HPQ
+39.0%
+3,643.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -1.2% |
| 7D | +20.1% | +2.2% | +17.9% | +18.6% |
| 30D | +6.0% | +9.7% | -3.7% | +0.6% |
| 3M | -10.3% | +32.7% | -43.0% | -23.0% |
| 6M | +24.5% | +77.7% | -53.2% | -9.3% |
| YTD | +12.9% | +51.0% | -38.1% | -11.4% |
| 1Y | +36.7% | +18.4% | +18.3% | +21.9% |
| 3Y | +1,328.1% | +25.6% | +1,302.5% | +1,106.0% |
| 5Y | +3,682.3% | +38.6% | +3,643.7% | +2,860.6% |
| All | +3,682.3% | +39.0% | +3,643.3% | +2,860.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling