+211.7%
HPQ vs CARR
+421.5%
-209.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +7.9% |
| 7D | +9.8% | -3.8% | +13.5% | +11.2% |
| 30D | +22.4% | -8.9% | +31.3% | +26.3% |
| 3M | +45.2% | -17.3% | +62.5% | +53.9% |
| 6M | +96.4% | -1.4% | +97.8% | +92.3% |
| YTD | +65.4% | +10.0% | +55.4% | +54.6% |
| 1Y | +31.6% | -6.4% | +37.9% | +30.7% |
| 3Y | +37.0% | +1.5% | +35.5% | +29.1% |
| 5Y | +53.0% | +9.3% | +43.7% | +35.1% |
| All | +211.7% | +421.5% | -209.8% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling