+7.1%
CRM vs HPQ
+19.5%
-12.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.6% |
| 7D | +1.3% | +6.9% | -5.7% | -0.9% |
| 30D | +34.3% | +14.4% | +19.9% | +28.1% |
| 3M | +37.7% | +25.6% | +12.1% | +27.2% |
| 6M | +34.9% | +75.0% | -40.1% | +15.7% |
| YTD | -1.6% | +50.7% | -52.3% | -13.1% |
| 1Y | +7.1% | +18.7% | -11.5% | -1.9% |
| All | +7.1% | +19.5% | -12.3% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling