+18.4%
HPQ vs CAPR
+35.4%
-17.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.6% | +4.9% |
| 7D | +2.2% | -12.6% | +14.9% | +2.2% |
| 30D | +9.7% | +124.4% | -114.7% | +10.0% |
| 3M | +32.7% | -66.8% | +99.5% | +32.8% |
| 6M | +77.7% | -71.8% | +149.5% | +77.8% |
| YTD | +51.0% | -70.1% | +121.1% | +51.0% |
| 1Y | +18.4% | +33.3% | -14.9% | +20.1% |
| All | +18.4% | +35.4% | -17.0% | +20.1% |
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