+114.8%
CSCO vs HPQ
+39.0%
+75.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -1.0% |
| 7D | 0.0% | +2.2% | -2.3% | -0.7% |
| 30D | -10.7% | +9.7% | -20.5% | -13.3% |
| 3M | -8.7% | +32.7% | -41.5% | -16.1% |
| 6M | +44.9% | +77.7% | -32.8% | +21.0% |
| YTD | +44.1% | +51.0% | -6.9% | +26.0% |
| 1Y | +65.9% | +18.4% | +47.5% | +54.9% |
| 3Y | +109.0% | +25.6% | +83.4% | +83.9% |
| 5Y | +114.8% | +38.6% | +76.1% | +88.3% |
| All | +114.8% | +39.0% | +75.7% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling