+11.8%
CRM vs HPQ
+36.4%
-24.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +0.1% |
| 7D | -4.4% | +9.8% | -14.2% | -6.5% |
| 30D | +28.1% | +22.4% | +5.8% | +22.0% |
| 3M | +48.8% | +45.2% | +3.7% | +36.1% |
| 6M | +28.3% | +96.4% | -68.2% | +11.0% |
| YTD | -6.0% | +65.4% | -71.4% | -16.2% |
| 1Y | +1.4% | +31.6% | -30.1% | -6.5% |
| 3Y | +11.8% | +37.0% | -25.2% | -4.1% |
| All | +11.8% | +36.4% | -24.5% | -4.1% |
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