+11.7%
HPQ vs CART
+5.2%
+6.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -3.3% |
| 7D | -0.5% | -4.1% | +3.6% | +0.4% |
| 30D | +3.7% | -4.3% | +8.1% | +4.6% |
| 3M | +24.3% | +13.1% | +11.2% | +21.5% |
| 6M | +64.8% | +26.0% | +38.7% | +58.5% |
| YTD | +43.9% | +6.7% | +37.2% | +38.0% |
| 1Y | +11.7% | +6.3% | +5.4% | +5.0% |
| All | +11.7% | +5.2% | +6.4% | +5.0% |
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