+184.5%
HPQ vs CARR
+425.9%
-241.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.6% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +9.7% | -8.7% | +18.4% | +13.2% |
| 3M | +32.7% | -18.4% | +51.1% | +41.2% |
| 6M | +77.7% | -0.6% | +78.3% | +73.4% |
| YTD | +51.0% | +10.9% | +40.1% | +40.7% |
| 1Y | +18.4% | -7.3% | +25.7% | +18.1% |
| 3Y | +25.6% | +2.9% | +22.7% | +17.7% |
| 5Y | +38.6% | +9.6% | +29.0% | +22.2% |
| All | +184.5% | +425.9% | -241.4% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling