+15.9%
HPQ vs CART
+39.2%
-23.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | -6.5% | +22.4% | -28.9% | -8.9% |
| 3M | -5.1% | +16.5% | -21.6% | -7.1% |
| 6M | +27.3% | +44.9% | -17.6% | +21.3% |
| YTD | +31.7% | +30.0% | +1.7% | +26.2% |
| 1Y | +13.0% | +59.1% | -46.1% | +6.1% |
| 3Y | +18.3% | +138.8% | -120.5% | +7.2% |
| All | +15.9% | +39.2% | -23.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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