+1.4%
CRM vs HPQ
+30.7%
-29.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | -0.5% |
| 7D | -4.4% | +9.8% | -14.2% | -7.1% |
| 30D | +28.1% | +22.4% | +5.8% | +20.0% |
| 3M | +48.8% | +45.2% | +3.7% | +31.7% |
| 6M | +28.3% | +96.4% | -68.2% | +6.6% |
| YTD | -6.0% | +65.4% | -71.4% | -19.2% |
| 1Y | +1.4% | +31.6% | -30.1% | -11.6% |
| All | +1.4% | +30.7% | -29.3% | -11.6% |
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