+51.0%
HPQ vs CAH
+393.5%
-342.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.6% | +9.0% | +8.5% |
| 7D | +9.8% | -5.1% | +14.9% | +10.8% |
| 30D | +22.4% | +0.2% | +22.2% | +22.3% |
| 3M | +45.2% | +6.3% | +38.9% | +43.4% |
| 6M | +96.4% | +9.4% | +87.0% | +92.9% |
| YTD | +65.4% | +15.0% | +50.4% | +59.8% |
| 1Y | +31.6% | +55.4% | -23.9% | +16.5% |
| 3Y | +37.0% | +173.8% | -136.8% | -3.1% |
| All | +51.0% | +393.5% | -342.6% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling