+4,005.7%
CMG vs HPQ
+276.9%
+3,728.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | -3.8% | +3.5% | -7.3% | -4.9% |
| 30D | +12.9% | +13.7% | -0.8% | +8.2% |
| 3M | +18.8% | +33.9% | -15.1% | +7.4% |
| 6M | +4.1% | +80.9% | -76.8% | -15.6% |
| YTD | -2.4% | +52.6% | -54.9% | -16.8% |
| 1Y | -6.7% | +21.2% | -27.9% | -14.9% |
| 3Y | -7.1% | +26.9% | -34.0% | -19.3% |
| 5Y | -5.0% | +41.1% | -46.1% | -22.5% |
| 10Y | +323.5% | +229.6% | +94.0% | +144.5% |
| All | +4,005.7% | +276.9% | +3,728.8% | +2,023.1% |
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 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