+18.7%
HPQ vs CAPR
+48.7%
-30.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | +6.9% | -2.0% | +8.9% | +6.9% |
| 30D | +14.4% | +139.2% | -124.7% | +14.7% |
| 3M | +25.6% | -66.4% | +92.0% | +25.7% |
| 6M | +75.0% | -63.1% | +138.2% | +75.2% |
| YTD | +50.7% | -67.4% | +118.1% | +50.8% |
| 1Y | +18.7% | +58.2% | -39.6% | +19.4% |
| All | +18.7% | +48.7% | -30.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling