+80.9%
HPQ vs CARR
-1.7%
+82.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-10 to 2026-09-10.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | +3.5% | -4.1% | +7.6% | +3.4% |
| 30D | +13.7% | -11.0% | +24.7% | +13.3% |
| 3M | +33.9% | -16.4% | +50.2% | +32.9% |
| 6M | +80.9% | -2.4% | +83.3% | +78.8% |
| All | +80.9% | -1.7% | +82.6% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 2026-03-10 to 2026-09-10: compounded portfolio wealth divided by compounded CARR 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…
2026-03-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling