-7.1%
CMG vs HPQ
+36.4%
-43.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.4% | -8.2% | -0.7% |
| 7D | -2.1% | +9.8% | -11.8% | -3.1% |
| 30D | +10.9% | +22.4% | -11.4% | +8.2% |
| 3M | +15.8% | +45.2% | -29.3% | +9.7% |
| 6M | +6.9% | +96.4% | -89.5% | -5.4% |
| YTD | -2.2% | +65.4% | -67.6% | -10.3% |
| 1Y | -7.1% | +31.6% | -38.7% | -10.7% |
| 3Y | -7.1% | +37.0% | -44.2% | -13.1% |
| All | -7.1% | +36.4% | -43.5% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling