+322.0%
CMG vs HPQ
+259.7%
+62.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.4% | -8.2% | -2.0% |
| 7D | -2.1% | +9.8% | -11.8% | -4.6% |
| 30D | +10.9% | +22.4% | -11.4% | +4.6% |
| 3M | +15.8% | +45.2% | -29.3% | +3.3% |
| 6M | +6.9% | +96.4% | -89.5% | -14.1% |
| YTD | -2.2% | +65.4% | -67.6% | -17.4% |
| 1Y | -7.1% | +31.6% | -38.7% | -16.2% |
| 3Y | -7.1% | +37.0% | -44.2% | -20.2% |
| 5Y | -4.8% | +53.0% | -57.8% | -23.5% |
| All | +322.0% | +259.7% | +62.3% | +159.5% |
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