+2,909.2%
HPQ vs CAG
+588.0%
+2,321.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.2% |
| 7D | +2.2% | -6.6% | +8.8% | +4.0% |
| 30D | +9.7% | +2.3% | +7.4% | +9.0% |
| 3M | +32.7% | +16.3% | +16.4% | +27.5% |
| 6M | +77.7% | -16.0% | +93.7% | +84.6% |
| YTD | +51.0% | -7.7% | +58.7% | +52.9% |
| 1Y | +18.4% | -16.0% | +34.4% | +22.5% |
| 3Y | +25.6% | -37.7% | +63.3% | +38.2% |
| 5Y | +38.6% | -41.2% | +79.9% | +53.5% |
| 10Y | +226.1% | -33.8% | +259.9% | +232.9% |
| All | +2,909.2% | +588.0% | +2,321.2% | +1,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling