+23.1%
HPQ vs CART
+54.8%
-31.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -3.0% | +23.1% | -26.1% | -7.4% |
| 3M | +0.6% | +19.2% | -18.6% | -3.4% |
| 6M | +36.6% | +45.7% | -9.1% | +25.4% |
| YTD | +35.0% | +30.9% | +4.1% | +21.8% |
| 1Y | +23.1% | +50.2% | -27.1% | +12.1% |
| All | +23.1% | +54.8% | -31.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling