+2,880.2%
HPQ vs CAH
+14,635.5%
-11,755.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | +8.7% | +1.2% | +7.5% | +8.3% |
| 3M | +31.5% | +13.1% | +18.4% | +26.8% |
| 6M | +76.0% | +8.5% | +67.5% | +71.1% |
| YTD | +49.5% | +17.6% | +31.9% | +41.4% |
| 1Y | +17.3% | +60.7% | -43.4% | +0.8% |
| 3Y | +24.4% | +183.2% | -158.8% | -10.5% |
| 5Y | +37.3% | +402.2% | -364.9% | -16.9% |
| 10Y | +223.0% | +302.3% | -79.3% | +98.1% |
| All | +2,880.2% | +14,635.5% | -11,755.3% | +860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling