+220,352.2%
CSCO vs HPQ
+3,132.4%
+217,219.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.5% |
| 7D | -0.7% | +6.9% | -7.6% | -3.8% |
| 30D | -10.1% | +14.4% | -24.6% | -16.3% |
| 3M | -15.7% | +25.6% | -41.3% | -25.0% |
| 6M | +36.3% | +75.0% | -38.8% | +1.8% |
| YTD | +43.8% | +50.7% | -6.9% | +14.7% |
| 1Y | +63.9% | +18.7% | +45.3% | +44.4% |
| 3Y | +104.4% | +21.5% | +82.8% | +69.4% |
| 5Y | +111.4% | +31.6% | +79.8% | +60.4% |
| 10Y | +361.7% | +216.1% | +145.6% | +108.5% |
| All | +220,352.2% | +3,132.4% | +217,219.9% | +24,787.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling