+18.3%
HPQ vs CAPR
+242.0%
-223.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.2% | -0.8% |
| 7D | -0.6% | +36.0% | -36.7% | -0.8% |
| 30D | -6.5% | +25.8% | -32.3% | -6.6% |
| 3M | -5.1% | +140.8% | -145.9% | -5.7% |
| 6M | +27.3% | -67.6% | +94.9% | +27.7% |
| YTD | +31.7% | -65.9% | +97.6% | +32.0% |
| 1Y | +13.0% | +66.1% | -53.1% | +9.1% |
| 3Y | +18.3% | +256.9% | -238.6% | +1.2% |
| All | +18.3% | +242.0% | -223.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling