+63.9%
CSCO vs HPQ
+19.5%
+44.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -0.7% | +6.9% | -7.6% | -1.6% |
| 30D | -10.1% | +14.4% | -24.6% | -12.2% |
| 3M | -15.7% | +25.6% | -41.3% | -19.2% |
| 6M | +36.3% | +75.0% | -38.8% | +21.0% |
| YTD | +43.8% | +50.7% | -6.9% | +30.4% |
| 1Y | +63.9% | +18.7% | +45.3% | +54.1% |
| All | +63.9% | +19.5% | +44.5% | +54.1% |
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 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