+39.7%
HPQ vs CAG
-41.2%
+80.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | +2.2% | -6.6% | +8.8% | +3.6% |
| 30D | +9.7% | +2.3% | +7.4% | +9.1% |
| 3M | +32.7% | +16.3% | +16.4% | +28.8% |
| 6M | +77.7% | -16.0% | +93.7% | +82.5% |
| YTD | +51.0% | -7.7% | +58.7% | +52.2% |
| 1Y | +18.4% | -16.0% | +34.4% | +21.3% |
| 3Y | +25.6% | -37.7% | +63.3% | +33.9% |
| All | +39.7% | -41.2% | +80.9% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling