+97.5%
CSCO vs HPQ
+19.7%
+77.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.6% |
| 7D | +1.9% | +3.2% | -1.3% | +1.2% |
| 30D | -15.8% | -3.6% | -12.2% | -15.4% |
| 3M | -15.4% | -5.3% | -10.1% | -14.9% |
| 6M | -5.4% | +41.1% | -46.5% | -14.3% |
| YTD | +26.5% | +36.9% | -10.4% | +14.9% |
| 1Y | +25.9% | +23.5% | +2.4% | +17.0% |
| 3Y | +97.5% | +19.6% | +78.0% | +66.5% |
| All | +97.5% | +19.7% | +77.9% | +66.5% |
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