+143.2%
HPQ vs CAPR
-99.0%
+242.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.2% | -0.9% |
| 7D | -0.6% | +36.0% | -36.7% | -1.0% |
| 30D | -6.5% | +25.8% | -32.3% | -6.8% |
| 3M | -5.1% | +140.8% | -145.9% | -6.4% |
| 6M | +27.3% | -67.6% | +94.9% | +27.8% |
| YTD | +31.7% | -65.9% | +97.6% | +32.0% |
| 1Y | +13.0% | +66.1% | -53.1% | +7.6% |
| 3Y | +18.3% | +256.9% | -238.6% | +9.6% |
| 5Y | +7.4% | +172.1% | -164.7% | -1.0% |
| 10Y | +154.8% | -64.7% | +219.5% | +126.9% |
| All | +143.2% | -99.0% | +242.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling