+18.5%
HPQ vs CART
+39.2%
-20.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.9% | +1.2% | -3.1% | -2.1% |
| 30D | -5.7% | +17.8% | -23.5% | -7.7% |
| 3M | -0.4% | +20.7% | -21.1% | -2.9% |
| 6M | +40.0% | +49.7% | -9.7% | +33.1% |
| YTD | +34.6% | +30.0% | +4.6% | +29.0% |
| 1Y | +20.4% | +48.4% | -28.0% | +13.9% |
| 3Y | +18.3% | +132.0% | -113.7% | +7.4% |
| All | +18.5% | +39.2% | -20.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling