+2,069.3%
CMCSA vs HPQ
+3,044.5%
-975.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.9% | -11.5% | -7.9% |
| 7D | -8.3% | +2.2% | -10.5% | -9.0% |
| 30D | -2.4% | +9.7% | -12.2% | -5.1% |
| 3M | +4.5% | +32.7% | -28.2% | -3.7% |
| 6M | -18.8% | +77.7% | -96.5% | -31.7% |
| YTD | -8.9% | +51.0% | -59.9% | -20.2% |
| 1Y | -18.3% | +18.4% | -36.7% | -23.8% |
| 3Y | -35.0% | +25.6% | -60.5% | -41.8% |
| 5Y | -48.2% | +38.6% | -86.8% | -56.0% |
| 10Y | +4.6% | +226.1% | -221.6% | -33.1% |
| All | +2,069.3% | +3,044.5% | -975.3% | +507.9% |
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