+1,893.3%
CVS vs HPQ
+2,897.0%
-1,003.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +0.4% | +3.7% | -3.3% | -0.4% |
| 3M | -0.4% | +24.3% | -24.7% | -4.4% |
| 6M | +25.1% | +64.8% | -39.6% | +13.6% |
| YTD | +23.9% | +43.9% | -20.0% | +14.9% |
| 1Y | +41.1% | +11.7% | +29.4% | +36.3% |
| 3Y | +63.6% | +19.7% | +43.9% | +53.2% |
| 5Y | +31.5% | +32.2% | -0.7% | +18.9% |
| 10Y | +40.5% | +198.9% | -158.4% | +7.8% |
| All | +1,893.3% | +2,897.0% | -1,003.7% | +781.4% |
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