+3,419.7%
CLS vs HPQ
+422.5%
+2,997.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.1% | +8.0% |
| 7D | +12.8% | -0.5% | +13.3% | +12.7% |
| 30D | +3.8% | +3.7% | +0.1% | +0.8% |
| 3M | -14.6% | +24.3% | -38.9% | -25.5% |
| 6M | +32.2% | +64.8% | -32.5% | -2.8% |
| YTD | +11.6% | +43.9% | -32.3% | -12.9% |
| 1Y | +35.1% | +11.7% | +23.4% | +19.9% |
| 3Y | +1,312.5% | +19.7% | +1,292.9% | +1,088.1% |
| 5Y | +3,542.1% | +32.2% | +3,509.8% | +2,689.8% |
| 10Y | +2,944.0% | +198.9% | +2,745.1% | +1,267.9% |
| All | +3,419.7% | +422.5% | +2,997.2% | +615.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling