+243.8%
HPQ vs CAG
-36.2%
+280.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.5% |
| 7D | +9.8% | -5.7% | +15.4% | +10.9% |
| 30D | +22.4% | -2.4% | +24.8% | +22.8% |
| 3M | +45.2% | +9.8% | +35.4% | +42.5% |
| 6M | +96.4% | -10.8% | +107.3% | +99.7% |
| YTD | +65.4% | -10.8% | +76.2% | +67.9% |
| 1Y | +31.6% | -19.0% | +50.5% | +35.7% |
| 3Y | +37.0% | -39.7% | +76.7% | +47.5% |
| 5Y | +53.0% | -43.0% | +96.0% | +65.8% |
| All | +243.8% | -36.2% | +280.0% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling