+18.7%
HPQ vs CAG
-13.1%
+31.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +6.9% | -3.8% | +10.7% | +7.7% |
| 30D | +14.4% | +3.1% | +11.3% | +13.5% |
| 3M | +25.6% | +23.5% | +2.1% | +21.1% |
| 6M | +75.0% | -14.8% | +89.9% | +75.9% |
| YTD | +50.7% | -5.4% | +56.1% | +49.7% |
| 1Y | +18.7% | -11.8% | +30.5% | +16.4% |
| All | +18.7% | -13.1% | +31.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling