+178.3%
HPQ vs CAPR
-99.1%
+277.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | +6.9% | -2.0% | +8.9% | +7.0% |
| 30D | +14.4% | +139.2% | -124.7% | +13.0% |
| 3M | +25.6% | -66.4% | +92.0% | +26.2% |
| 6M | +75.0% | -63.1% | +138.2% | +75.5% |
| YTD | +50.7% | -67.4% | +118.1% | +51.2% |
| 1Y | +18.7% | +58.2% | -39.6% | +13.1% |
| 3Y | +21.5% | +42.2% | -20.7% | +14.0% |
| 5Y | +31.6% | +87.3% | -55.7% | +22.0% |
| 10Y | +216.1% | -75.3% | +291.3% | +182.5% |
| All | +178.3% | -99.1% | +277.4% | +140.1% |
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 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