+26.4%
HPQ vs CAH
+178.5%
-152.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +3.5% | -5.1% | +8.6% | +3.7% |
| 30D | +13.7% | -1.8% | +15.4% | +13.8% |
| 3M | +33.9% | +9.4% | +24.5% | +33.6% |
| 6M | +80.9% | +9.2% | +71.7% | +81.0% |
| YTD | +52.6% | +15.7% | +36.9% | +51.8% |
| 1Y | +21.2% | +59.7% | -38.5% | +15.4% |
| All | +26.4% | +178.5% | -152.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling