+359.9%
CSCO vs HPQ
+231.8%
+128.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.2% |
| 7D | -1.1% | +3.5% | -4.6% | -2.3% |
| 30D | -10.8% | +13.7% | -24.5% | -15.2% |
| 3M | -9.2% | +33.9% | -43.1% | -18.8% |
| 6M | +39.5% | +80.9% | -41.4% | +10.3% |
| YTD | +41.5% | +52.6% | -11.1% | +18.7% |
| 1Y | +61.0% | +21.2% | +39.7% | +45.8% |
| 3Y | +105.2% | +26.9% | +78.3% | +75.0% |
| 5Y | +113.4% | +41.1% | +72.3% | +67.0% |
| All | +359.9% | +231.8% | +128.0% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling